On option pricing models in the presence of heavy tails (Q5433102)
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scientific article; zbMATH DE number 5221745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On option pricing models in the presence of heavy tails |
scientific article; zbMATH DE number 5221745 |
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On option pricing models in the presence of heavy tails (English)
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19 December 2007
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contingent claim pricing
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heavy-tailed distributions
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stochastic volatility
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