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~person:"Aboura, Sofiane"
~person:"Al-Jaaf, Aşty"
~subject:"Black-Scholes model"
~subject:"Statistische Verteilung"
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Black-Scholes model
Statistische Verteilung
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Aboura, Sofiane
Al-Jaaf, Aşty
Lee, Cheng F.
13
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Câmara, António
9
Ehrhardt, Matthias
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Elliott, Robert J.
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Kohlmann, Michael
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Gikhman, Ilya I.
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Renault, Eric
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Vanduffel, Steven
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Alòs, Elisa
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Cui, Zhenyu
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Engle, Robert F.
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Franke, Günter
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Garcia, René
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5
Brooks, Robert
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Dhaene, Jan
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Journal of derivatives & hedge funds
1
The journal of derivatives : JOD
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ECONIS (ZBW)
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Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
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2
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
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