Option pricing for stable and infinitely divisible asset returns

Authors
Mittnik, S Rachev, ST
Citation
S. Mittnik et St. Rachev, Option pricing for stable and infinitely divisible asset returns, MATH COMP M, 29(10-12), 1999, pp. 93-104
Citations number
20
Categorie Soggetti
Engineering Mathematics
Journal title
MATHEMATICAL AND COMPUTER MODELLING
ISSN journal
08957177 → ACNP
Volume
29
Issue
10-12
Year of publication
1999
Pages
93 - 104
Database
ISI
SICI code
0895-7177(199905/06)29:10-12<93:OPFSAI>2.0.ZU;2-Y