A non-Gaussian option pricing model with skew

A non-Gaussian option pricing model with skew

Borland, Lisa, Bouchaud, Jean-Philippe
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Volume:
4
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680400008684
Date:
October, 2004
File:
PDF, 1.05 MB
english, 2004
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