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
Number of References: 38
Formats available:
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(English)
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