A non-Gaussian option pricing model based on Kaniadakis exponential deformation
Crossref DOI link: https://doi.org/10.1140/epjb/e2017-80112-x
Published Online: 2017-10-02
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Moretto, Enrico http://orcid.org/0000-0002-3436-1395
Pasquali, Sara
Trivellato, Barbara
License valid from 2017-10-01