PRICING DERIVATIVES IN HERMITE MARKETS

 International Journal of Theoretical and Applied Finance, Vol. 22, No. 06, 1950031 (2019)

Author(s):

Stoyan V. Stoyanov

College of Business, Stony Brook University

Svetlozar T. Rachev

Texas Tech University

Stefan Mittnick

Ludwig Maximilians University

Frank J. Fabozzi

EDHEC Business School

 International Journal of Theoretical and Applied Finance, Vol. 22, No. 06, 1950031 (2019)

Type: Academic publication
Date: le 05/09/2019
Research Cluster : Finance
Source : International Journal of Theoretical and Applied Finance

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