Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888)
From MaRDI portal
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)
0 references
7 June 2007
0 references
lattice
0 references
volatility smile
0 references
option pricing
0 references
