Asymmetries in financial returns
Year of publication: |
December 2017
|
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Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 4.2017, 4, p. 1-37
|
Subject: | Variance gamma | bilateral gamma | OU equation | delta hedging | Hedging | Kapitaleinkommen | Capital income | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation |
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