Skewness premium with Lévy processes
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Publication:5245915
DOI10.1080/14697688.2011.618809zbMath1402.91775arXiv0810.4485OpenAlexW2150405764MaRDI QIDQ5245915
José Fajardo, Ernesto Mordecki
Publication date: 16 April 2015
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4485
Processes with independent increments; Lévy processes (60G51) Derivative securities (option pricing, hedging, etc.) (91G20)
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