A new tempered stable distribution and its application to finance
Young Shin Kim, Svetlozar T. Rachev, Michele Leonardo Bianchi and Frank J. Fabozzi
| Year of publication: |
2008
|
|---|---|
| Authors: | Kim, Young Shin ; Račev, Svetlozar T. ; Bianchi, Michele Leonardo ; Fabozzi, Frank J. |
| Published in: |
Risk assessment : decisions in banking and finance. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2049-2. - 2008, p. 77-109
|
| Subject: | Optionspreistheorie | Option pricing theory | Risikoneutralität | Risk neutrality | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003781614