Multiple subordinated modeling of asset returns : implications for option pricing

Abootaleb Shirvani, Svetlozar T. Rachev, and Frank J. Fabozzi

Year of publication:	2021
Authors:	Shirvani, Abootaleb ; Račev, Svetlozar T. ; Fabozzi, Frank J.
Subject:	Behavioral finance \| dynamic asset pricing models \| Lévy-stable distribution \| normal-compound inverse Gaussian distribution \| variance-gamma-gamma distribution \| CAPM \| Statistische Verteilung \| Statistical distribution \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Stochastischer Prozess \| Stochastic process \| Optionspreistheorie \| Option pricing theory

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/07474938.2020.1781404 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012515600

A service of the