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Investigation of non-Gaussian effects in the Brazilian option market
Sosa-Correa, William O., Ramos, Antônio M.T., Vasconcelos, Giovani L.Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2017.12.115
Date:
January, 2018
File:
PDF, 1.73 MB
english, 2018