Underlying assets distribution in derivatives : the BRIC case
José Antonio Núñez, Mario I. Contreras-Valdez, Alfredo Ramírez-García, Eduardo Sánchez-Ruenes
| Year of publication: |
February 2018
|
|---|---|
| Authors: | Núñez, José A. ; Contreras-Valdez, Mario I. ; Ramírez-García, Alfredo ; Sánchez-Ruenes, Eduardo |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 3, p. 502-513
|
| Subject: | Derivatives | Normal Inverse Gaussian | Valuation | Returns | BRIC | Derivat | Derivative | BRICS-Staaten | BRICS countries | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2018.83035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011822832