A relaxed lattice option pricing model : implied skewness and kurtosis
Year of publication: |
2009
|
---|---|
Authors: | Ji, Dasheng ; Brorsen, B. Wade |
Published in: |
Agricultural finance review. - Bingley : Emerald, ISSN 0002-1466, ZDB-ID 431172-3. - Vol. 69.2009, 3, p. 268-283
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Rohstoffderivat | Commodity derivative | USA | United States |
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