informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 4 Issue 5       Subscribe       Article       References       Cited By       Related articles      
Publisher Logo Publication Cover
Search within this journal

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)
Article Requests: Order Reprints : Request Permissions

Related Articles

20 results ordered by relevance «prev 1 2 next»
select-down Click for help
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
result, 978-1-58488-413-2
select-up
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc

Sorry, there's a problem!

There is a problem that means we can't complete delivery of this page.

This has been logged and will be resolved post haste.

Please contact support@informaworld.com for further information.

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc