Option pricing for stable and infinitely divisible asset returns |
| |
Authors: | S. MittnikS. T. Rachev |
| |
Affiliation: | Institute of Statistics and Econometrics Christian-Albrechts-University at Kiel Olshausenstr. 40, D-24098 Kiel, Germany;Department of Statistics and Applied Probability University of California at Santa Barbara Santa Barbara, CA, 93106-3110, U.S.A. |
| |
Abstract: | ![]()
|
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|