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Option pricing under non-normality: a comparative analysis
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 273-292
Persistent link: https://www.econbiz.de/10010066569
Cover Image
Option pricing under non-normality : a comparative analysis
Mozumder, Sharif; Sorwar, Ghulam; Dowd, Kevin - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 273-292
Persistent link: https://www.econbiz.de/10009708117
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Multiday expected shortfall under generalized t distributions : evidence from global stock market
Iqbal, Robina; Sorwar, Ghulam; Baker, Rose; Choudhry, Taufiq - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 803-825
Persistent link: https://www.econbiz.de/10012304001