Browsing Documentos Indexados pela Scielo by Subject "Opções (Finanças)"
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Processo de Meixner: teoria e aplicações no mercado financeiro brasileiro
2011-06-01Well-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 ...


