Momentos estocásticos de orden superior y la estimación de lavolatilidad implícita: aplicación de la expansión de Edgeworth en elmodelo Black-Scholes
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Cited by:
- Gaston Milanesi & Gabriela Pesce & Emilio El Alabi, 2015. "Strategic Asset Valuation: A Model Including Asymmetry and Kurtosis in Its Distribution in Continuous Time," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 1(1), pages 91-104, March.
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Keywords
Volatilidad implícita; Expansión de Edgeworth; Asimetría; Curtosis;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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