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A projection pricing model for non-Gaussian financial returns

A projection pricing model for non-Gaussian financial returns

Rodrigues, Ana Flávia P.; Cavalcante, Charles C.; Crisóstomo, Vicente L.
  • 期刊名称Physica A: Statistical Mechanics and its Applications
  • 作者Rodrigues, Ana Flávia P.; Cavalcante, Charles C.; Crisóstomo, Vicente L.
  • 卷第534卷
  • 印刷ISSN0378-4371
  • 文件大小393.15KB
  • 发表时间2019-11
  • DOI10.1016/j.physa.2019.122181
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