Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order |
scientific article; zbMATH DE number 6632749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order |
scientific article; zbMATH DE number 6632749 |
Statements
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (English)
0 references
5 October 2016
0 references
Hermite expansion
0 references
semi-nonparametric estimation
0 references
risk-neutral density
0 references
option-implied distribution
0 references
exotic option
0 references
currency option
0 references
0 references
