A trinominal option pricing model dependent on skewness and kurtosis
Year of publication: |
1998
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Authors: | Tian, Yisong Sam |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 7.1998, 3, p. 315-330
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Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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