Original language | English |
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Pages (from-to) | 377 - 404 |
Number of pages | 28 |
Journal | Journal of Applied Econometrics |
Volume | 20 |
Issue number | 3 |
Publication status | Published - 2005 |
Parametric pricing of higher order moments in S&P500 options
G C Lim, Gael Margaret Martin, Vance L Martin
Research output: Contribution to journal › Article › Research › peer-review
23
Citations
(Scopus)