Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis"
written by John-Peter D. Chateau,
published by Journal of Mathematical Finance, Vol.4 No.3, 2014

has been cited by the following article(s):

[1]	A meta-measure of performance related to both investors and investments characteristics
	Annals of Operations Research, 2022

[2]	A Meta-Measure of Performance related to Charactersitics of both Investors and Investments
	Annals of Operations Research, 2020

[3]	Jacobi Stochastic Volatility factor for the Libor Market Model
	2020

[4]	New Measures of Skewness of a Probability Distribution
	2019

[5]	Gram-Charlier Processes and Applications to Option Pricing
	Journal of Probability and Statistics, 2017

[6]	Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion
	2017

[7]	A New Generalized Utility-based N-moments Measure of Performance
	2015

[8]	GRAM-CHARLIER PROCESSES AND OPTION PRICING
	Journal of Probability and Statistics, 2014

[1]	A meta-measure of performance related to both investors and investments characteristics Annals of Operations Research, 2022 DOI:10.1007/s10479-020-03771-w

[2]	Jacobi stochastic volatility factor for the LIBOR market model Finance and Stochastics, 2022 DOI:10.1007/s00780-022-00488-5

[3]	Gram-Charlier Processes and Applications to Option Pricing Journal of Probability and Statistics, 2017 DOI:10.1155/2017/8690491

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