Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/13504860600659172 / rank | |||
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| Property / OpenAlex ID: W1979578147 / rank | |||
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| Property / cites work: Pricing contingent claims on stocks driven by Lévy processes / rank | |||
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| Property / cites work: Option pricing: A simplified approach / rank | |||
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Latest revision as of 19:50, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis |
scientific article |
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Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (English)
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7 June 2007
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lattice
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volatility smile
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option pricing
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