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Futures prices are not stable-Paretian distributed
Gribbin, Donald W. - In: The journal of futures markets 12 (1992) 4, pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
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Modeling asset returns with alternative stable distributions
Mittnik, Stefan - In: Econometric reviews 12 (1993) 3, pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
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Simulated moments estimation of Markov models of asset prices
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 929-952
Persistent link: https://www.econbiz.de/10001147160
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A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G. - 1994
Persistent link: https://www.econbiz.de/10000901363
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On short rate processes and their implications for term structure movements
Schlögl, Erik - 1994
Persistent link: https://www.econbiz.de/10000903338
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Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
Kramkov, D. O. - 1994
Persistent link: https://www.econbiz.de/10000903341
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On smile and skewness
Platen, Eckhard - 1994
Persistent link: https://www.econbiz.de/10000903723
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Why financial data are interesting to statisticians
Hviid Rydberg, Tina - 1997
Persistent link: https://www.econbiz.de/10000979855
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Markov-Switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen - In: Econometric analysis of financial markets, (pp. 203-230). 1994
Persistent link: https://www.econbiz.de/10001284428
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Instrumental variables estimation of conditional beta pricing models
Harvey, Campbell R. - 1996
Persistent link: https://www.econbiz.de/10001320271