Future of option pricing: use of log logistic distribution instead of log normal distribution in Black Scholes model
Year of publication: |
2009-11
|
---|---|
Authors: | Raja, Ammar |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | option pricing | black sholes model | logistic distribution | fat tailed distribution | options | derivatives | pricing |
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