Now showing items 1-1 of 1

    • Processo de Meixner: teoria e aplicações no mercado financeiro brasileiro 

      Barbachan, José Santiago Fajardo; Coutinho, Felipe Gomes Pereira
      2011-06-01
      Well-known models that are extensively used by market traders, such as the Black-Scholes model, assume that the daily log-returns of assets follow a Normal distribution. Empirical evidences, however, show that return rates ...