The heavy tail in finance : a survey
Year of publication: |
2012
|
---|---|
Authors: | Mohtadi, Hamid ; Ruediger, Stefan |
Published in: |
Econometrics : new research. - New York, NY : Nova Science Publ., ISBN 978-1-61942-005-2. - 2012, p. 109-120
|
Subject: | Ausreißer | Outliers | Black-Scholes-Modell | Black-Scholes model | Kapitalmarkttheorie | Financial economics | Theorie | Theory |
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