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Higher order pion interferometry. Moments and cumulants

✍ Scribed by H.C. Eggers; P. Lipa; P. Carruthers; B. Buschbeck

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
473 KB
Volume
301
Category
Article
ISSN
0370-2693

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πŸ“œ SIMILAR VOLUMES

Parametric pricing of higher order momen
Parametric pricing of higher order moments in S&P500 options
✍ G. C. Lim; G. M. Martin; Professor V. L. Martin πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 235 KB

## Abstract A general parametric framework based on the generalized Student __t__‐distribution is developed for pricing S&P500 options. Higher order moments in stock returns as well as time‐varying volatility are priced. An important computational advantage of the proposed framework over Monte Carl