OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496)
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scientific article; zbMATH DE number 7147026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS |
scientific article; zbMATH DE number 7147026 |
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OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (English)
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2 January 2020
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asset pricing
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option pricing
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heavy-tailed distributions
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truncated distributions
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