• 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=44&DC=1310