A relaxed lattice option pricing model: implied skewness and kurtosis
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- repec:oup:erevae:v:45:y:2018:i:1:p:121-142. is not listed on IDEAS
- Siddiqi, Hammad, 2015. "Analogy Based Valuation of Commodity Options," Risk and Sustainable Management Group Working Papers 197334, University of Queensland, School of Economics.
- Siddiqi, Hammad, 2015. "Analogy based Valuation of Commodity Options," MPRA Paper 61083, University Library of Munich, Germany.
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KeywordsUnited States of America; Option markets; Skewness; Kurtosis; Pricing; Modelling;
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