✦ LIBER ✦

A non-Gaussian option pricing model with skew

✍ Scribed by Borland, Lisa; Bouchaud, Jean-Philippe

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option pricing for non-Gaussian price fl

✍ Hagen Kleinert 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 238 KB

A Pricing Model for American Options wit

✍ Albert J. Menkveld; Ton Vorst 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 114 KB

Pricing VXX option with default risk and

✍ Qunfang Bao; Shenghong Li; Donggeng Gong 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 472 KB

Binomial Option Pricing with Skewed Asse

✍ R. Johnson; JAMES Pawlukiewicz; JAYESH Mehta 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 109 KB

A trinomial option pricing model depende

✍ Yisong Sam Tian 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 741 KB

A Non-Parametric Option Pricing Model: T

✍ Ren-Raw Chen; Oded Palmon 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 404 KB