TY  - BOOK
AU  - Rachev, Svetlozar
AU  - Mittnik, Stefan
TI  - Stable paretian models in finance
SN  - 0471953148
U1  - 332.018 
PY  - 2000///
CY  - Chichester
PB  - John Wiley
KW  - Finance - Mathematical models
KW  - Capital assets pricing model
KW  - Investments - Mathematical models
KW  - Options (Finance)
N2  - 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.


https://www.wiley.com/en-us/Stable+Paretian+Models+in+Finance-p-9780471953142
ER  -