Smoothly truncated stable distributions, GARCH-models, and option pricing
Year of publication: |
2009
|
---|---|
Authors: | Menn, Christian ; Rachev, Svetlozar |
Published in: |
Computational Statistics. - Springer. - Vol. 69.2009, 3, p. 411-438
|
Publisher: |
Springer |
Subject: | Incomplete financial markets | Discrete-time models | Non-Gaussian GARCH models | Option pricing |
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