Option pricing based on the generalised Tukey distribution
José Alfredo Jiménez; Viswanathan Arunachalam; Gregorio Manuel Serna
| Year of publication: |
2014
|
|---|---|
| Authors: | Jiménez, José Alfredo ; Arunachalam, Viswanathan ; Serna, Gregorio Manuel |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2014, 3, p. 191-221
|
| Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010406929