مرکز منطقه ای اطلاع رساني علوم و فناوري - 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 ,

DocumentNumber :

1161525

Title Of Article :

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

شماره ركورد :

1310

From Page :

291

NaturalLanguageKeyword :

Option Pricing , Time-varying volatility , Skewness and fat-tails , Generalized Student t distribution , Semi-nonparametricdistribution

JournalTitle :

Studia Iranica

To Page :

314

To Page :

314

Link To Document :