ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
padd approximants
Recently Published Documents
TOTAL DOCUMENTS
1
(FIVE YEARS 0)
H-INDEX
0
(FIVE YEARS 0)
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
An Implicit Martingale Restriction in a Closed-Form Higher Order Moments Option Pricing Formula Based on Multipoint Padd Approximants
SSRN Electronic Journal
◽
10.2139/ssrn.3175761
◽
2007
◽
Author(s):
Guillaume Bagnarosa
◽
Charles J. Corrado
◽
Emmanuel Jurczenko
◽
Bertrand B. Maillet
Keyword(s):
Option Pricing
◽
Closed Form
◽
Higher Order
◽
Higher Order Moments
◽
Padd Approximants
◽
Pricing Formula
Download Full-text
Load More ...
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close