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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
Published in: journal Quantitative Finance, Volume 7, Issue 6 December 2007 , page 703
Formats available: HTML (English) : PDF (English)
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