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Stable Paretian Models in Finance
$203.28 USD
$162.62 USD
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ISBN: 0471953148
Author: Rachev, Svetlozar T.
Condition: New
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.
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Stable Paretian Models in Finance
$203.28 USD
$162.62 USD