Skewness versus Kurtosis : implications for pricing and hedging options
Sol Kim, Geul Lee, Yuen Jung Park
| Year of publication: |
2017
|
|---|---|
| Authors: | Kim, Sol ; Lee, Geul ; Park, Yuen Jung |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 46.2017, 6, p. 903-933
|
| Subject: | Volatility smiles | Options pricing | Risk-neutral distribution | Skewness | Kurtosis | Volatilität | Volatility | Hedging | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011865909