Option Pricing for Log-Symmetric Distributions of Returns
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DOI: 10.1007/s11009-007-9038-2
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- Shushi, Tomer, 2019. "A note on the coefficients of elliptical random variables," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 153-155.
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Keywords
Martingale measure; Option price; Returns; Log-symmetric distribution; Mixture of normal distributions;All these keywords.
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