Option pricing where the underlying assets follow a...

Journal of Economic Dynamics and Control 2013 / 03 Vol. 37; Iss. 3

Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order

Schlögl, Erik
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Volume:
37
Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2012.10.001
Date:
March, 2013
File:
PDF, 518 KB
english, 2013
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