Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Article in Journal of Economic Dynamics and Control (April 2022)
The most recent citing publications are shown below. View all 12 publications that cite this research output on Dimensions.
Article in Journal of Economic Dynamics and Control (April 2022)
Article in Journal of Mathematical Psychology (February 2017)
Article in SIAM Journal on Optimization (January 2016)