Derivative pricing using multivariate affine generalized hyperbolic distributions
José Fajardo; Aquiles Farias
| Year of publication: |
2010
|
|---|---|
| Authors: | Barbachan, José Santiago Fajardo ; Farias, Aquiles Rocha de |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 7, p. 1607-1617
|
| Subject: | Derivat | Derivative | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008649442