"Smoothly truncated stable distributions, GARCH-models, and option pricing."

Christian Menn, Svetlozar T. Rachev (2009)

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DOI: 10.1007/S00186-008-0245-6

access: closed

type: Journal Article

metadata version: 2020-03-03

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Christian Menn, Svetlozar T. Rachev:
Smoothly truncated stable distributions, GARCH-models, and option pricing. Math. Methods Oper. Res. 69(3): 411-438 (2009)

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