Title of article
Higher order asymptotic option valuation for non-Gaussian dependent returns
Author/Authors
Kenichiro Tamaki، نويسنده , , Masanobu Taniguchi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
16
From page
1043
To page
1058
Keywords
Black and Scholes model , Edgeworth expansion , Non-Gaussian stationary process , option pricing
Journal title
Journal of Statistical Planning and Inference
Serial Year
2007
Journal title
Journal of Statistical Planning and Inference
Record number
220364
Link To Document