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
Keywords :
Black and Scholes model , Edgeworth expansion , Non-Gaussian stationary process , option pricing
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
