Accounting for the impact of higher order moments in foreign equity option pricing model
Year of publication: |
2011
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Authors: | Xu, Weidong ; Wu, Chongfeng ; Li, Hongyi |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 4, p. 1726-1730
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