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Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process

Published Print: 2017-10

Authors

Climent Hernández, José Antonio

Cruz Matú, Carolina
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Text and Data Mining valid from 2017-10-01

Version of Record valid from 2017-06-29
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This article is maintained by: Elsevier

Article Title: Pricing of a structured product on the SX5E when the uncertainty of returns is modeled as a log-stable process

Journal Title: Contaduría y Administración

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.cya.2017.06.012

Content Type: article

Copyright: © 2017 Universidad Nacional Autónoma de México, Facultad de Contaduría y Administración.

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