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Daniel T., Cassidy ; Michael J., Hamp ; Rachid, Ouyed. (2010) Students t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae.
In: Papers. RePEc:arx:papers:1003.1344.

Full description at Econpapers

cites:

[~1 A. Gerig, J. Vicente, and M. Fuentes, On the Origin of Non-Gaussian Intraday Stock Returns, arXiv 0906:3841, (2009).

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