A Note: Natural Generalization of Black‐Scholes in the Presence of Skewness, Using Stable Processes
- 1 March 1995
- Vol. 31 (1) , 113-119
- https://doi.org/10.1111/j.1467-6281.1995.tb00357.x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Continuous Time Processes with Stable IncrementsThe Journal of Business, 1978
- The Variation of Some Other Speculative PricesThe Journal of Business, 1967
- The Variation of Certain Speculative PricesThe Journal of Business, 1963