Option pricing based on the generalised Tukey distribution
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 |
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