Recommendations
Cites work
- A closed-form solution for options with stochastic volatility with applications to bond and currency options
- Algorithms in real algebraic geometry
- Analytic expressions for the positive definite and unimodal regions of Gram-Charlier series
- Asymptotic Approximations to Distributions
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach
- Beyond the quadratic formula
- Dissecting skewness under affine jump-diffusions
- EFFICIENCY OF THE METHOD OF MOMENTS AND THE GRAM-CHARLIER TYPE A DISTRIBUTION
- Further exploration into the valid regions of Gram-Charlier densities
- Gram-Charlier densities.
- Martingales and stochastic integrals in the theory of continuous trading
- On the expansion of real functions in series by the method of least squares.
- On the representation of a density by an Edgeworth series
- On two theorems concerning probabilities.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
- P. L. Chebyshev (1821-1894). A guide to his life and work
- Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximations
- The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodal
- The Early History of the Cumulants and the Gram‐Charlier Series
- The implied volatility smirk
- The law of error.
- The pricing of options and corporate liabilities
- The refined positive definite and unimodal regions for the Gram-Charlier and Edgeworth series expansion
- The theory or probability. Some comments on Laplace's théorie analytique.
- The valid regions of Gram-Charlier densities with high-order cumulants
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
This page was built for publication: The Edgeworth and Gram-Charlier densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6649934)
