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Investigation of non-Gaussian effects in the Brazilian option market - MaRDI portal

Investigation of non-Gaussian effects in the Brazilian option market (Q2150222)

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scientific article
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Investigation of non-Gaussian effects in the Brazilian option market
scientific article

    Statements

    title
    Investigation of non-Gaussian effects in the Brazilian option market (English)
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    published in
    Physica A
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    publication date
    27 June 2022
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    zbMATH Keywords
    option pricing
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    non-Gaussian option models
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    power law distribution
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    exponential distribution
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    cites work
    Q5309792
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    Q3592129
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    Identifiers

    zbMATH DE Number
    7548492
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    OpenAlex ID
    W2784209960
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