Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888)

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Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis
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    title
    Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (English)
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    author
    James A. Primbs
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    Muruhan Rathinam
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    Yuji Yamada
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    publication date
    7 June 2007
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    zbMATH DE Number
    5162261
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    zbMATH Keywords
    lattice
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    volatility smile
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    option pricing
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