Study and simulation of the most popular models of return distributions as obtained in the empirical analyses of high-frequency financial data. Application to option pricing.
Modeling and simulation of financial returns under non-Gaussian distributions
Federica De Domenico;Giacomo Livan;Guido Montagna
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2023-01-01
Abstract
Study and simulation of the most popular models of return distributions as obtained in the empirical analyses of high-frequency financial data. Application to option pricing.File in questo prodotto:
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