The hidden martingale restriction in Gram-Charlier option prices
Charles Corrado
| Year of publication: |
2007
|
|---|---|
| Authors: | Corrado, Charles Joseph |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 6, p. 517-534
|
| Subject: | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493103