Parametric pricing of higher order moments in S&P500 options

Journal of Applied Econometrics

Volumn 20, Issue 3, 2005, Pages 377-404

  Lim, G C ^a   Martin, G M ^b   Martin, V L ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b MONASH UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 16244388292     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.762     Document Type: Article

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