A possible way of estimating options with stable distributed underlying asset prices

C. Tsibiridi and C. Atkinson

Year of publication:	2004
Authors:	Tsibiridi, C. ; Atkinson, Colin
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 11.2004, 1, p. 51-75
Subject:	Optionspreistheorie \| Option pricing theory \| Black-Scholes-Modell \| Black-Scholes model \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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