A Pentanomial Lattice Model with Skewness and Kurtosis: Applications to Risk and Asset Management with Options

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Bodson, Laurent

2009

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https://hdl.handle.net/2268/17029

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Disciplines :

Finance

Author, co-author :

Bodson, Laurent ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit

Language :

French

Title :

A Pentanomial Lattice Model with Skewness and Kurtosis: Applications to Risk and Asset Management with Options

Publication date :

22 October 2009

Event name :

Ecole doctorale thématique ULB-ULg-UMons

Available on ORBi :

since 21 April 2010

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