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~person:"Aboura, Sofiane"
~person:"Chung, San-Lin"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
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Search: subject_exact:"Black-Scholes-Modell"
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Aboura, Sofiane
Chung, San-Lin
Fengler, Matthias R.
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Journal of derivatives & hedge funds
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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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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2
Generalized Cox-Ross-Rubinstein binomial models
Chung, San-Lin
;
Shih, Pai-Ta
- In:
Management science : journal of the Institute for …
53
(
2007
)
3
,
pp. 508-520
Persistent link: https://www.econbiz.de/10003451629
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