Hyperbolic distributions in finance

Bernoulli

Volumn 1, Issue 3, 1995, Pages 281-299

  Eberlein, Ernst ^a   Keller, Ulrich ^a  

^a UNIVERSITY OF FREIBURG   (Germany)

Author keywords

Absolute continuous change of measure; Hyperbolic distributions; Hyperbolic levy motion; Option pricing; Statistical analysis of stock price data

Indexed keywords

EID: 84972495814     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1193667819     Document Type: Article

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