Pricing Contingent Claims with an Underlying Asset Driven by an Extreme Value Distribution: Options on Dow Jones Industrial Average Index, 2009-2010.
| Autor: | Venegas-Martínez, Francisco fvenegas1111@yahoo.com.mx, Cruz-Aké, Salvador, López-Herrera, Francisco |
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| Zdroj: | Frontiers in Finance & Economics. Oct2013, Vol. 10 Issue 2, p63-84. 22p. 4 Charts, 1 Graph. |
| Databáze: | Business Source Ultimate |
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