Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of multinomial lattices with cumulants for option pricing and hedging |
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Properties of multinomial lattices with cumulants for option pricing and hedging (English)
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17 November 2006
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multinomial lattice
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cumulants
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excess kurtosis and skewness
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compound Poisson process
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volatility smile
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