A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction

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Bibliographic Details
Published in:Quantitative finance 2004, Vol.4 (4), p.479-488
Main Authors: Maillet, Bertrand, Négréa, Bogdan
Format: Article
Language:English
Subjects:
Economics and Finance
Humanities and Social Sciences
Online Access:Get full text
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ISSN:1469-7688
1469-7696