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
