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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31405

    Title: Pricing European Asian options with skewness and kurtosis in the underlying distribution
    Authors: Lo,Keng-Hsin;Wang,Kehluh;Hsu,Ming-Feng
    Contributors: 企業管理研究所
    Keywords: BOUNDS;SUM
    Date: 2008
    Issue Date: 2010-07-06 17:44:52 (UTC+8)
    Publisher: 中央大學
    Abstract: Numerical valuation model is extended for European Asian options while considering the higher moments of the underlying asset return distribution. The Edgeworth binomial lattice is applied and the lower and upper bounds of the option value are calculated.
    Appears in Collections:[企業管理研究所] 期刊論文

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