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Erratum

A theory of non-Gaussian option pricing

Page 701 | Received 02 Sep 2007, Published online: 28 Nov 2007

References

  • Adams , G , Yuan , Y and Kelly , M . 2007 . Letter to the Editor: Comments on ‘A theory of non-Gaussian option pricing’ . Quant. Finance , 7 ( 6 ) : 697 – 699 .
  • Borland , L . 2002 . A theory of non-Gaussian option pricing . Quant. Finance , 2 ( 6 ) : 415 – 431 .
  • Borland , L . “ Non-Gaussian option pricing based on a statistical feedback process ” . In In Anomalous Fluctuations in Complex Systems: Plasmas, Fluids and Financial Markets , Edited by: Riccardi , C and Roman , HE . Kerala, India : Research Signpost, Transworld Research Network . forthcoming
  • Borland , L and Bouchaud , J-P . 2004 . A non-Gaussian option pricing model with skew . Quant. Finance , 4 ( 5 ) : 499 – 514 .
  • Vellekoop , M and Nieuwenhuis , H . 2007 . On option pricing models in the presence of heavy tails . Quant. Finance , 7 ( 5 ) : 563 – 573 .

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