Option pricing with a dynamic fat-tailed model
Crossref DOI link: https://doi.org/10.1057/jdhf.2014.16
Published Online: 2014-08-14
Published Print: 2014-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Aboura, Sofiane
Valeyre, Sebastien
Wagner, Niklas
Text and Data Mining valid from 2014-08-01