Non-Gaussian Price Dynamics

Fuentes, Miguel, Gerig, Austin and Vicente, Javier (2012) Non-Gaussian Price Dynamics. In: Batten, Jonathan A. and Wagner, N., (eds.) Derivatives Securities Pricing and Modelling. Emerald Publishing.

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Item Type: Book Section
Keywords: non-gaussian price dynamics; derivatives; securities; modelling
Subject(s): Complexity
Centre: CABDyN Complexity Centre
Date Deposited: 29 Mar 2012 14:42
Last Modified: 23 Oct 2015 14:07

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