Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888): Difference between revisions
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Revision as of 20:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis |
scientific article |
Statements
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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