首页 正文

Journal of futures markets. 2008;28(6):598-616. doi: 10.1002/fut.20324 Q22.32025

Pricing European Asian options with skewness and kurtosis in the underlying distribution

Keng-Hsin Lo; Kehluh Wang; Ming-Feng Hsu

DOI: 10.1002/fut.20324

摘要

Copyright © . 中文内容为AI机器翻译,仅供参考!

期刊名:Journal of futures markets

缩写:

ISSN:0270-7314

e-ISSN:1096-9934

IF/分区:2.3/Q2

文章目录 更多期刊信息

全文链接
引文链接
复制
已复制!
推荐内容
Pricing European Asian options with skewness and kurtosis in the underlying distribution