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~person:"Aboura, Sofiane"
~person:"Al-Jaaf, Aşty"
~subject:"Statistische Verteilung"
~subject:"Theorie"
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Aboura, Sofiane
Al-Jaaf, Aşty
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Journal of derivatives & hedge funds
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The journal of derivatives : JOD
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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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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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