Click here for immediate access to the latest key research articles

A moment expansion approach to option pricing 

Author: Marco Airoldi ^a

Affiliation:

a Mediobanca, Milan, Italy

DOI: 10.1080/14697680500117641

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 5, Issue 1 February 2005 , pages 89 - 104

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

Number of References: 47

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Linking to informaworld

Article Link

To link directly to A moment expansion approach to option pricing:

Issue Link

To link directly to Quantitative Finance, Volume 5 No. 1:

Journal Link

To link directly to Quantitative Finance: