OPtion Pricing Based on A Log-Skew-Normal Mixture

  1. Jiménez, J.A.
  2. Arunachalam, V.
  3. Serna, G.M.
Aldizkaria:
International Journal of Theoretical and Applied Finance

ISSN: 0219-0249

Argitalpen urtea: 2015

Alea: 18

Zenbakia: 8

Mota: Artikulua

DOI: 10.1142/S021902491550051X GOOGLE SCHOLAR