A class of risk neutral densities with heavy tails

Finance and Stochastics 2001 / 01 Vol. 5; Iss. 1

A class of risk neutral densities with heavy tails

Niels Væver Hartvig, Jens Ledet Jensen, Jan Pedersen
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Volume:
5
Language:
english
Pages:
14
Journal:
Finance and Stochastics
DOI:
10.1007/s007800000025
Date:
January, 2001
File:
PDF, 91 KB
english, 2001
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