Short Option Maturity Term Structures of Skewness and Excess Kurtosis* (Q6671995): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Normal rank
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+Post-'87 crash fears in the S\&P 500 futures option market
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+The pricing of options and corporate liabilities
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+Normal rank
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+OPTION PRICING FOR TRUNCATED LÉVY PROCESSES
@@ Property / cites work: OPTION PRICING FOR TRUNCATED LÉVY PROCESSES / rank @@
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+SELF-DECOMPOSABILITY AND OPTION PRICING
@@ Property / cites work: SELF-DECOMPOSABILITY AND OPTION PRICING / rank @@
+Normal rank
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+Additive logistic processes in option pricing
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+THE RANGE OF TRADED OPTION PRICES
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+Hyperbolic distributions in finance
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+Normal rank
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+Bilateral gamma distributions and processes in financial mathematics
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Option pricing using variance gamma Markov chains
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+Théorie de l'addition des variables aléatoires.
@@ Property / cites work: Théorie de l'addition des variables aléatoires. / rank @@
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+The Variance Gamma Process and Option Pricing
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+MEASURING AND MONITORING THE EFFICIENCY OF MARKETS
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+Additive Processes with Bilateral Gamma Marginals
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+OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES
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+The economics of time as it is embedded in the prices of options§
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+Q4905685
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+Self-similar processes with independent increments
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+Q4937701
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