• Title of article

    Pricing currency options in the presence of time-varying volatility and non-normalities

  • Author/Authors

    .C. Lim، نويسنده , , G.M. Martin، نويسنده , , V.L. Martin، نويسنده ,

  • Pages
    24
  • From page
    291
  • To page
    314
  • Keywords
    Option Pricing , Time-varying volatility , Skewness and fat-tails , Generalized Student t distribution , Semi-nonparametricdistribution
  • Journal title
    Astroparticle Physics
  • Record number

    230909

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=230909