Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis
| Year of publication: |
2007
|
|---|---|
| Authors: | Primbs, James ; Rathinam, Muruhan ; Yamada, Yuji |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 1, p. 1-18
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