Using relative returns to accommodate fat-tailed innovations in processes and option pricing
| Year of publication: |
2013
|
|---|---|
| Authors: | O'Neil, Cathy ; Zumbach, Gilles |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1185-1197
|