Option pricing with heavy-tailed distributions of logarithmic returns
Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski, Ljupco Kocarev
| Year of publication: |
2019
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|---|---|
| Authors: | Basnarkov, Lasko ; Stojkoski, Viktor ; Utkovski, Zoran ; Kocarev, Ljupčo |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 7, p. 1-35
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| Subject: | Asset pricing | option pricing | heavy-tailed distributions | truncated distributions | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024919500419 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012153313