Testing option pricing with the Edgeworth expansion
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference10 articles.
1. The Pricing of Options and Corporate Liabilities
2. The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes
3. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management;Bouchaud,2003
4. Option Pricing Formulas Based on a Non-Gaussian Stock Price Model
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