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

Original language	English
Pages (from-to)	377 - 404
Number of pages	28
Journal	Journal of Applied Econometrics
Volume	20
Issue number	3
Publication status	Published - 2005

Cite this

@article{bf9c8437f653473c8a7122d2080ea52a,

title = "Parametric pricing of higher order moments in S&P500 options",

author = "Lim, {G C} and Martin, {Gael Margaret} and Martin, {Vance L}",

year = "2005",

language = "English",

volume = "20",

pages = "377 -- 404",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "Wiley-Blackwell",

number = "3",

}