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  • Search: subject:"dynamic asset pricing models"
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Anlageverhalten 1 Behavioral finance 1 Behavioural finance 1 CAPM 1 Capital income 1 Kapitaleinkommen 1 Lévy-stable distribution 1 Option pricing theory 1 Optionspreistheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 dynamic asset pricing models 1 normal-compound inverse Gaussian distribution 1 variance-gamma-gamma distribution 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fabozzi, Frank J. 1 Račev, Svetlozar T. 1 Shirvani, Abootaleb 1
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Econometric reviews 1
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ECONIS (ZBW) 1
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Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb; Račev, Svetlozar T.; Fabozzi, Frank J. - In: Econometric reviews 40 (2021) 3, pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
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