Valuation of vulnerable options using a bivariate Gram-Charlier approximation (Q6882913)
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scientific article; zbMATH DE number 8137809
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuation of vulnerable options using a bivariate Gram-Charlier approximation |
scientific article; zbMATH DE number 8137809 |
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Valuation of vulnerable options using a bivariate Gram-Charlier approximation (English)
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16 December 2025
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vulnerable options
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Gram-Charlier approximation
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skewness
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kurtosis
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default risk
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