Option pricing for non-Gaussian price fluctuations

Author:

Kleinert Hagen

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference47 articles.

1. Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets;Kleinert,2003

2. V. Pareto, Giornale degli Economisti, Roma, January 1895;

3. V. Pareto, Cours d'economie politique, F. Rouge Editeur, Lausanne and Paris, 1896; reprinted in an edition of his complete works (Vol. III) under the title Écrits sur la courbe de la répartition de la richesse, Librairie Droz, Geneva, 1965 (213.39.120.146:8200/droz/FMPro).

4. Fractals and Scaling in Finance;Mandelbrot,1997

5. Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

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