Multiple subordinated modeling of asset returns: Implications for option pricing

Econometric Reviews, Vol. 40 N° 3 pp. 290 - 319, July 2020

Author(s):

Abootaleb Shirvani

Svetlozar T. Rachev

Econometric Reviews, Vol. 40 N° 3 pp. 290 - 319, July 2020

Type: Academic publication
Date: le 02/07/2020
Research Cluster : Finance
Source : Econometric Reviews

See Also

Immersion at Station F for start-up challenge finalists !
News
- 13-10-2021
Devised for students with start-up projects on the Pre-Master and Master 1 years of the...
Financing your MBA - are you eligible for a scholarship?
News
- 12-10-2021
How to finance your Global MBA abroad is a critical question you need to think about...
Apprenticeship program: a perfect combination of academic knowledge and professional experience
News
- 12-10-2021
Yiqing Ma joined EDHEC Apprenticeship Track in 2019. She shares insights into the...
CRÉDIT AGRICOLE NORD DE FRANCE, AMUNDI AND CRÉDIT AGRICOLE CIB, PARTNERS OF EDHEC BUSINESS SCHOOL’S MSC IN CLIMATE CHANGE & SUSTAINABLE FINANCE
News
- 08-10-2021
Three major players in the Crédit Agricole Group operating in the banking and finance...