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Generalized Hyperbolic Distributions

By José Fajardo, Aquiles Farias, José Fajardo A and Aquiles Farias B


The views expressed in this work are those of the authors and do not reflect those of the Banco Central or its members. Although these Working Papers often represent preliminary work, citation of source is required when used or reproduced. As opiniões expressas neste trabalho são exclusivamente do(s) autor(es) e não refletem a visão do Banco Central do Brasil

Topics: Generalized Hyperbolic Distributions, Derivatives Pricing, Fat Tails, Fast Fourier Transformation
Year: 2002
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