EPJ

A non-Gaussian option pricing model based on Kaniadakis exponential deformation

Enrico Moretto, Sara Pasquali and Barbara Trivellato

Eur. Phys. J. B, 90 10 (2017) 179

Published online: 02 October 2017

DOI: 10.1140/epjb/e2017-80112-x

Enrico Moretto

Sara Pasquali

Barbara Trivellato

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