Antonio, Climent Hernández José; Francisco, Venegas … - In: Contaduría y Administración 58 (2013) 4, pp. 119-150
In this work, we analyze the log-stable option pricing model, we estimate the parameters of the distribution of the peso-dollar exchange depreciation rate through the methods: 1) maximum likelihood, 2) tabulated quantiles of stable distributions and 3) regression on the sample characteristic...
