Modelling option-implied return distributions: a generalized log-logistic approximation

WGPM Hallerbach

Research output: Chapter/Conference proceedingChapterAcademic

Original languageUndefined/Unknown
Title of host publicationCurrent topics in quantitative finance
EditorsE. Canestrelli
Place of PublicationHeidelberg
PublisherSpringer-Verlag
Pages80-92
Number of pages13
ISBN (Print)3790812315
Publication statusPublished - 1999

Cite this