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

WGPM Hallerbach

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Current topics in quantitative finance
Editors	E. Canestrelli
Place of Publication	Heidelberg
Publisher	Springer-Verlag
Pages	80-92
Number of pages	13
ISBN (Print)	3790812315
Publication status	Published - 1999

Research programs

@inbook{07a8489281734db69ce4af1093118263,

title = "Modelling option-implied return distributions: a generalized log-logistic approximation",

author = "WGPM Hallerbach",

year = "1999",

language = "Undefined/Unknown",

isbn = "3790812315",

pages = "80--92",

editor = "E. Canestrelli",

booktitle = "Current topics in quantitative finance",

publisher = "Springer-Verlag",

address = "Germany",

}