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A non-Gaussian option pricing model with skew 

Authors: Lisa Borland ^a; Jean-Philippe Bouchaud ^b

Affiliations:	a Evnine-Vaughan Associates, Inc., San Francisco, CA, USA
	b Science and Finance/Capital Fund Management, Paris, France

DOI: 10.1080/14697680400000034

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 4, Issue 5 October 2004 , pages 499 - 514

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

Number of References: 38

Formats available: PDF (English)

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