Which is the right option for Indian market : Gaussian, normal inverse Gaussian, or Tsallis?
Prasenjit Chakrabarti, Kousik Guhathakurata
| Year of publication: |
2019
|
|---|---|
| Authors: | Chakrabarti, Prasenjit ; Guhathakurata, Kousik |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 31.2019, 3, p. 238-249
|
| Subject: | Geometric Brownian motion | Normal inverse Gaussian distribution | Stock index | Tsallis distribution | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Indien | India | Optionspreistheorie | Option pricing theory | Aktienindex | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iimb.2019.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012131769