Parametric pricing of higher order moments in S&P500 options

G C Lim, Gael Margaret Martin, Vance L Martin

Research output: Contribution to journalArticleResearchpeer-review

21 Citations (Scopus)
Original languageEnglish
Pages (from-to)377 - 404
Number of pages28
JournalJournal of Applied Econometrics
Volume20
Issue number3
Publication statusPublished - 2005

Cite this