A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*

✍ Scribed by Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan

• Book ID: 127077696
• Publisher: Taylor and Francis Group
• Year: 2004
• Tongue: English
• Weight: 303 KB
• Volume: 4
• Category: Article
• ISSN: 1469-7688
• DOI: 10.1080/14697680400020309