A Note on Skewness and Kurtosis Adjusted Option Pricing Models under the Martingale Restriction

Bertrand Maillet () and Bogdan Négréa
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Bertrand Maillet: TEAM - Théories et Applications en Microéconomie et Macroéconomie - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

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Date: 2004
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Published in Quantitative Finance, 2004, 4 (4), pp.479-488

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