Using relative returns to accommodate fat-tailed innovations in processes and option pricing (Q5397452)
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scientific article; zbMATH DE number 6260400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using relative returns to accommodate fat-tailed innovations in processes and option pricing |
scientific article; zbMATH DE number 6260400 |
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Using relative returns to accommodate fat-tailed innovations in processes and option pricing (English)
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20 February 2014
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geometric processes
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relative returns
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non-Gaussian distributions
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non-Gaussian option pricing
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ARCH
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