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"Skewness and kurtosis in pricing European and American options."

A. S. Paulson, J. H. Scacchia, D. H. Goldenberg (1997)

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DOI: 10.1109/CIFER.1997.618931

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - https://dblp.org/rec/conf/cifer/PaulsonSG97
A. S. Paulson, J. H. Scacchia, D. H. Goldenberg:
Skewness and kurtosis in pricing European and American options. CIFEr 1997: 171-176

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