Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging
| Year of publication: |
2004
|
|---|---|
| Authors: | Yamada, Yuji ; Primbs, James |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 11.2004, 3, p. 335-365
|
| Publisher: |
Springer |
| Subject: | multinomial lattice | cumulants | excess kurtosis and skewness | compound poisson process | volatility smile |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005075680