Option pricing with a pentanomial lattice model that incorporates skewness and kurtosis
Year of publication: |
2007
|
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Authors: | Primbs, James A, ; Rathinam, Muruhan ; Yamada, Yuri |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 1, p. 1-17
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Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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