Option pricing based on a log-skew-normal mixture
Year of publication: |
December 2015
|
---|---|
Authors: | Jiménez, José Alfredo ; Arunachalam, V. ; Serna, G. M. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 8, p. 1-22
|
Subject: | Asymmetry | kurtosis | skew normal mixtures distribution | non-normal | option pricing | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory |
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