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A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis

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  • Tian, Yisong Sam

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  • Tian, Yisong Sam, 1998. "A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 315-330.
    • Handle: RePEc:eee:reveco:v:7:y:1998:i:3:p:315-330
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