A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction

Authors: Emmanuel Jurczenko ^a^b^c; Bertrand Maillet ^b^c^d; Bogdan Negrea ^d

Affiliations:	^a ESCP-EAP European School of Management, Finance Dept., Paris cedex 13
	^b A.A. Advisors/QCG (ABN Amro Group), Paris cedex 13
	^c Variances, Paris cedex 13
	^d TEAM/CNRS - University of Paris-1, Paris cedex 13

DOI: 10.1080/14697680400020309

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 4, Issue 5 October 2004 , pages 479 - 488

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 21

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