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A non-Gaussian model of stock returns: option smiles, credit skews, and a multi-time scale memory (Keynote Address)

Author(s):
Borland, L. ( Evnine-Vaughan Associates, Inc. (USA) )  
Publication title:
Noise and Fluctuations in Econophysics and Finance
Title of ser.:
Proceedings of SPIE - the International Society for Optical Engineering
Ser. no.:
5848
Pub. Year:
2005
Page(from):
55
Page(to):
65
Pages:
11
Pub. info.:
Bellingham, Wash.: SPIE - The International Society of Optical Engineering
ISSN:
0277786X
ISBN:
9780819458438 [0819458430]
Language:
English
Call no.:
P63600/5848
Type:
Conference Proceedings

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