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Mittnik S.


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Stable Paretian Models in Finance Mittnik S.
Stable Paretian Models in Finance
The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated....
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Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series) Mittnik S. Rachev S.
Stable Paretian Models in Finance (Financial Economics and Quantitative Analysis Series)
\"The adoption of stable modeling in finance and econometrics is undoubtedly one of the most interesting and promising ideas which has arisen in these fields....
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