Using Relative Returns to Accommodate Fat-Tailed...

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SSRN Electronic Journal 2009

Using Relative Returns to Accommodate Fat-Tailed Innovations in Processes and Option Pricing

O'Neil, Catherine, Zumbach, Gilles O.
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Year:
2009
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1488062
File:
PDF, 200 KB
english, 2009
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