A note on skewness and kurtosis adjusted option pricing models under the martingale restriction (Q4610256)
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scientific article; zbMATH DE number 7002150
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| English | A note on skewness and kurtosis adjusted option pricing models under the martingale restriction |
scientific article; zbMATH DE number 7002150 |
Statements
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction* (English)
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15 January 2019
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option pricing models
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martingale restriction
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skewness
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kurtosis
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0.759336531162262
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0.7498488426208496
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0.741509735584259
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0.7250096201896667
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