Skewness and kurtosis in pricing European and American options.

Authors :: Paulson, A.S.
Scacchia, J.H.
Goldenberg, D.H.
Source :: Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr); 1997, p171-176, 6p
Publication Year :: 1997

Language :: English
ISBNs :: 9780780341333
Database :: Complementary Index
Journal :: Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr)
Publication Type :: Conference
Accession number :: 92322662
Full Text :: https://doi.org/10.1109/CIFER.1997.618931