A relaxed lattice option pricing model: implied skewness and kurtosis
Year of publication: |
2009
|
---|---|
Authors: | Ji, Dasheng ; Wade Brorsen, B. |
Published in: |
Agricultural Finance Review. - Emerald Group Publishing Limited, ISSN 2041-6326, ZDB-ID 2401135-6. - Vol. 69.2009, 3, p. 268-283
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | United States of America | Option markets | Skewness | Kurtosis | Pricing | Modelling |
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