Open AccessOptions Valuation over Underlying Assets with Stable Distributions
Author(s) -
César Emilio Contreras Piedragil,
Francisco Venegas Martínez
Publication year - 2011
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2011v11n1/contreras
Subject(s) - valuation (finance) , mathematics , random variable , stable distribution , econometrics , probability distribution , mathematical economics , statistical physics , actuarial science , computer science , economics , statistics , finance , physics