Option pricing with dynamic conditional skewness
Fang Liang, Lingshan Du
| Year of publication: |
2024
|
|---|---|
| Authors: | Liang, Fang ; Du, Lingshan |
| Subject: | dynamic conditional skewness | inverse Gaussian distribution | option pricing | realized skewness | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Black-Scholes-Modell | Black-Scholes model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22501 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014553957