✦ LIBER ✦

On option pricing models in the presence of heavy tails

✍ Scribed by Vellekoop, Michel; Nieuwenhuis, Hans

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option pricing in the presence of random

✍ Choi, Jungmin; Gunzburger, Max 📂 Article 📅 2009 🏛 Taylor and Francis Group 🌐 English ⚖ 614 KB

Maxima of Independent Sums in the Presen

✍ Lebedev, A. V. 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 103 KB

Market memory and fat tail consequences

✍ Josep Perelló 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 253 KB

Comparison of ruin probability estimates

✍ D. G. Konstantinidis 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 750 KB

On the inefficiency of state-independent

✍ Achal Bassamboo; Sandeep Juneja; Assaf Zeevi 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 196 KB

Option Pricing in Stochastic Volatility

✍ Elisa Nicolato; Emmanouil Venardos 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 190 KB