Option pricing for log-symmetric distributions of returns

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	339 - 357
Number of pages	18
Journal	Methodology and Computing in Applied Probability
Volume	11
Publication status	Published - 2009

Cite this

@article{de1078cf48334700b714740029847cac,

title = "Option pricing for log-symmetric distributions of returns",

author = "Klebaner, \{Fima C\} and Zinoviy Landsman",

year = "2009",

language = "English",

volume = "11",

pages = "339 -- 357",

journal = "Methodology and Computing in Applied Probability",

issn = "1387-5841",

publisher = "Springer-Verlag London Ltd.",

}