On skewed, leptokurtic returns and pentanomial lattice option valuation via minimal entropy martingale measure

  • Ivivi J. Mwaniki
  • Cogent Economics & Finance, July 2017, Taylor & Francis
  • DOI: 10.1080/23322039.2017.1358894

The authors haven't yet claimed this publication.

Read Publication

http://dx.doi.org/10.1080/23322039.2017.1358894