Skewness and kurtosis adjusted Black-Scholes model : small sample properties of MLE and test statistics and empirical evidence from Finland

Skewness and kurtosis adjusted Black-Scholes model : small sample properties of MLE and test statistics and empirical evidence from Finland /

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Bibliographic Details
Main Author: Nikkinen, Jussi
Format: Book
Language:English
Published: Vaasa : Universitas Wasaensis, 2001.
Series:Acta Wasaensia. Business administration 38.
Acta Wasaensia. Business administration. Accounting and finance
Acta Wasaensia no. 94.
Subjects:
Options (Finance) > Finland.
Options (Finance) > Prices > Mathematical models
Monte Carlo method
Statistical hypothesis testing

University of Minnesota

Holdings details from University of Minnesota
Call Number: HG6051.F5 N54x 2001

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