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~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Drimus, Gabriel"
~subject:"Option trading"
~subject:"Risk premium"
~subject:"Zinsstruktur"
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THREE-POINT VOLATILITY SMILE C...
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Option trading
Risk premium
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Option pricing theory
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Drimus, Gabriel
Filipović, Damir
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Leippold, Markus
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Research paper series / Swiss Finance Institute
Review of Derivatives Research, 22 (1), 1-40, (2019)
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A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
-
2016
-
This version: 10 March 2016
form pricing formula for European
options
is obtained by employing a modified Gram-Charlier series expansion, known as the …
Persistent link: https://www.econbiz.de/10011506359
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