Multiple Subordinated Modeling of Asset Returns : Implications for Option Pricing
Year of publication: |
2020
|
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Authors: | Shirvani, Abootaleb |
Other Persons: | Rachev, Svetlozar T. (contributor) ; Fabozzi, Frank J. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | CAPM | Schätzung | Estimation |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 15, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3554519 [DOI] |
Classification: | C02 - Mathematical Methods ; C40 - Econometric and Statistical Methods: Special Topics. General ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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