Parametric pricing of higher order moments in S&P500 options Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Applied Econometrics

Time

Date/time value

  • 2005

Identity

Digital Object Identifier (DOI)

  • 10.1002/jae.762

Additional Document Info

Parent Title

  • Journal of Applied Econometrics

Volume

  • 20

Issue

  • 3

Publisher

  • John Wiley & Sons