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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: journal Quantitative Finance, Volume 4, Issue 5 October 2004 , pages 499 - 514
Number of References: 38
Formats available: PDF (English)

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