Skewness premium with Lévy processes (Q5245915)

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scientific article; zbMATH DE number 6426106
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English
Skewness premium with Lévy processes
scientific article; zbMATH DE number 6426106

    Statements

    title
    Skewness premium with Lévy processes (English)
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    author
    José Fajardo
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    Ernesto Mordecki
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    publication date
    16 April 2015
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    zbMATH Keywords
    skewness premium
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    Lévy processes
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    Identifiers

    zbMATH DE Number
    6426106
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    OpenAlex ID
    W2150405764
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    arXiv ID
    0810.4485
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