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~person:"Mozumder, Sharif"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Mozumder, Sharif
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Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Risk management under time varying volatility and Pareto-stable distributions
Mozumder, Sharif
;
Kabir, M. Humayun
;
Dempsey, Michael
; …
- In:
Applied economics letters
27
(
2020
)
3
,
pp. 161-167
Persistent link: https://www.econbiz.de/10012205404
Saved in:
3
Spectral measures of risk for international futures markets : a comparison of extreme value and Lévy models
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Global finance journal
37
(
2018
),
pp. 248-261
Persistent link: https://www.econbiz.de/10012125354
Saved in:
4
Revisiting variance gamma pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
Saved in:
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