Skewed generalized error distribution of financial assets and option pricing
Year of publication: |
September/December 2015
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Authors: | Theodossiou, Panayiotis |
Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 19.2015, 3/4, p. 223-266
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Subject: | asymmetric volatility | call option pricing | conditional heteroskedasticity | geometric Brownian motion | skewed GED | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Derivat | Derivative | ARCH-Modell | ARCH model |
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