Non-Gaussian Price Dynamics and Implications for Options Pricing.

Non-Gaussian Price Dynamics and Implications for Options Pricing.


Type: journal

Non-Gaussian Price Dynamics and Implications for Options Pricing. M. A. Fuentes, A. Gerig, and J. Vicente, (2012), in Derivative Securities Pricing and Modelling, J. A. Batten and N. Wagner eds. (Emerald, United Kingdom).


View Document