On Bounding Option Prices in Paretian Stable Markets
- 31 May 1998
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 5 (4) , 32-43
- https://doi.org/10.3905/jod.1998.408001
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Option Pricing When Jump Risk Is Systematic1Mathematical Finance, 1992
- A Comparison of the Stable and Student Distributions as Statistical Models for Stock PricesThe Journal of Business, 1974