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

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