Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 11 (2004)
Issue (Month): 3 (September)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
multinomial lattice; cumulants; excess kurtosis and skewness; compound poisson process; volatility smile;
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