Stable Paretian models in finance /

The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated

Bibliographic Details
Main Author:	Rachev, S. T (Svetlozar Todorov)
Other Authors:	Mittnik, S
Format:	Book
Language:	English
Published:	Chichester : Wiley, [2000], ©2000 Chichester : c2000 Chichester ; New York : c2000 Chichester ; New York : ©2000 Chichester ; New York : [2000]
Series:	Series in financial economics and quantitative analysis Series in financial economics and quantitative analysis
Subjects:	Capital assets pricing model Finance > Mathematical models Investments > Mathematical models Options (Finance)

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