Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis

✍ Scribed by Primbs, James A.; Rathinam, Muruhan; Yamada, Yuji

• Book ID: 126530168
• Publisher: Taylor and Francis Group
• Year: 2007
• Tongue: English
• Weight: 445 KB
• Volume: 14
• Category: Article
• ISSN: 1350-486X
• DOI: 10.1080/13504860600659172