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The Edgeworth and Gram-Charlier densities - MaRDI portal

The Edgeworth and Gram-Charlier densities

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Publication:6649934

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DOI10.1142/s0219024924500201MaRDI QIDQ6649934

Jin E. Zhang, Pakorn Aschakulporn

Publication date: 6 December 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

kurtosis skewness Gram-Charlier density Edgeworth density

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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