Option pricing for stable and infinitely divisible asset returns

S. Mittnik, S. T. Rachev

Research output: Contribution to journalArticlepeer-review

2 Scopus citations
Original languageEnglish
Pages (from-to)93-104
Number of pages12
JournalMathematical and Computer Modelling
Volume29
Issue number10-12
DOIs
StatePublished - 1999

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