A Class of Risk Neutral Densities with Heavy Tails
Year of publication: |
[2001]
|
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Authors: | Hartvig, Niels Vaever |
Other Persons: | Jensen, Jens Ledet (contributor) ; Pedersen, Jan (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Finance and Stochastics, Vol. 5 Issue 1 Volltext nicht verfügbar |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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