A relaxed lattice option pricing model : implied skewness and kurtosis
Dasheng Ji; B. Wade Brorsen
| Year of publication: |
2009
|
|---|---|
| Authors: | Ji, Dasheng ; Brorsen, Wade |
| Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 69.2009, 3, p. 268-283
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Rohstoffderivat | Commodity derivative | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003919645