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 86824-3. - Vol. 28.2011, 4, p. 1726-1729
|
Subject: | Optionspreistheorie | Option pricing theory | Devisenoption | Currency option |
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