Option pricing based on a log-skew-normal mixture (Q3467595)
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scientific article; zbMATH DE number 6538904
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| default for all languages | No label defined |
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| English | Option pricing based on a log-skew-normal mixture |
scientific article; zbMATH DE number 6538904 |
Statements
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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0.7965588569641113
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0.7961103916168213
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0.7915183305740356
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0.7673325538635254
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0.756176769733429
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