Pages that link to "Item:Q4610256"
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The following pages link to A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction* (Q4610256):
Displaying 12 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- Higher order asymptotic option valuation for non-Gaussian dependent returns (Q866646) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Gram-Charlier processes and applications to option pricing (Q1658066) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- A general closed form option pricing formula (Q2418424) (← links)
- (Q3007889) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- Using Triples to Assess Symmetry Under Weak Dependence (Q6620974) (← links)
