Financial modeling under non-gaussian distributions /
"Non-Gaussian distributions are the key theme of this book which addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. One of the main aims is to bridge the gap between the theoretical developments and the practical implementations o...
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
London :
Springer,
©2007.
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| Series: | Springer finance
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| Subjects: |