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
;
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:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1478737
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 3
  • ???jsp.display-item.citation.isi??? ND
social impact