A non-Gaussian option pricing model with skew
Authors:
Lisa Borland a;
Jean-Philippe Bouchaud b
| Affiliations: | a Evnine and Associates Inc., San Francisco, CA 94104, USA |
| b Science & Finance / Capital Fund Management 6-8 Bd Haussmann, 75009 Paris, France |
DOI:
10.1080/14697680701790014
Publication Frequency:
8 issues per year
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