Short option maturity term structures of skewness and excess kurtosis
Dilip B. Madan, King Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Madan, Dilip B. ; Wang, King |
| Subject: | Bilateral Gamma | CGMY model | additive processes | space scaled and time changed Lévy processes | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2024.2377957 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015194418