A simple option-pricing formula

Financial Review

Volumn 37, Issue 2, 2002, Pages 207-226

  Savickas, Robert ^a  

^a GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Black Scholes; Option pricing; S P 500; Skewness; Weibull distribution

Indexed keywords

EID: 19944411267     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/1540-6288.00012     Document Type: Article

References (0)