Parametric properties of semi-nonparametric distributions, with applications to option valuation
Year of publication: |
2007
|
---|---|
Authors: | León, Angel M. ; Mencía González, Javier ; Sentana, Enrique |
Publisher: |
Banco de España / Madrid : Banco de España, 2007 |
Subject: | Kurtosis | Density expansions | Gram-Charlier | Skewness | S&P index options | Métodos matemáticos y cuantitativos | Valoración de activos de renta variable |
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