OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE (Q3467595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE |
scientific article |
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OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE (English)
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3 February 2016
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asymmetry
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kurtosis
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skew normal mixtures distribution
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non-normal
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option pricing
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