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Smoothly truncated stable distributions, GARCH-models, and option pricing

✍ Scribed by Christian Menn; Svetlozar T. Rachev

Publisher: Springer
Year: 2008
Tongue: English
Weight: 374 KB
Volume: 69
Category: Article
ISSN: 0340-9422
DOI: 10.1007/s00186-008-0245-6

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