A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction*
- 期刊名称Quantitative Finance
- 作者Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan
- 卷第4卷
- 期第5期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小303.42KB
- 发表时间2004-10-1
- DOI10.1080/14697680400020309
- 页码479-488
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