Describingn-day returns with Student’s t-distributions Journal Articles

authors

• Cassidy, Daniel Thomas

status

• published 

publication date

• August 2011

has subject area

• 0102 Applied Mathematics (FoR)
• 0105 Mathematical Physics (FoR)
• 0206 Quantum Physics (FoR)
• Fluids & Plasmas (Science Metrix)

published in

• Physica A: Statistical Mechanics and its Applications  Journal

keywords

• European options
• Physical Sciences
• Physics
• Physics, Multidisciplinary
• Science & Technology
• Self-convolution
• Student's t-distribution
• Truncation

Digital Object Identifier (DOI)

• 10.1016/j.physa.2011.03.019

start page

• 2794

end page

• 2802

volume

• 390

issue

• 15