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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: Quantitative Finance, Volume 7, Issue 6 December 2007 , page 703

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

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

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