Option pricing under non-normality : a comparative analysis
Year of publication: |
2013
|
---|---|
Authors: | Mozumder, Sharif ; Sorwar, Ghulam ; Dowd, Kevin |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 40.2013, 2, p. 273-292
|
Subject: | Optionspreistheorie | Option pricing theory |
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