A class of risk neutral densities with heavy tails
Year of publication: |
2001
|
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Authors: | Hartvig, Niels Væver ; Ledet Jensen, Jens ; Pedersen, Jan |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 1, p. 115-128
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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