BibSonomy publications for /author/Jurczenko http://www.bibsonomy.org/author/Jurczenko BibSonomy RSS Feed for /author/Jurczenko The approximate option pricing model: performances and dynamic properties http://www.bibsonomy.org/bibtex/2e6349f482ff48d5fd68a637a47ff77a9/smicha smicha 2008-04-29T08:06:25+02:00 Option models pricing
The approximate option pricing model: performances and dynamic properties
Gunther Capelle-Blancard and Emmanuel Jurczenko and Bertrand Maillet Journal of Multinational Financial Management 11 427--443 (2001)
to Option models pricing by smicha on 2008-04-29 08:06:25
]]> A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction http://www.bibsonomy.org/bibtex/209e450b242c7b8c2e632a0af5243ed57/smicha smicha 2008-04-23T19:09:19+02:00 imported
A note on skewness and kurtosis adjusted option pricing models under the Martingale restriction
Emmanuel Jurczenko and Bertrand Maillet and Bogdan Negrea Quantitative Finance 4 479--488 (2004)
to imported by smicha on 2008-04-23 19:09:19
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