Parametric pricing of higher order moments in S&P500 options
Article first published online: 8 DEC 2004
Copyright © 2004 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 20, Issue 3, pages 377–404, March/April 2005
How to Cite
Lim, G. C., Martin, G. M. and Martin, V. L. (2005), Parametric pricing of higher order moments in S&P500 options. J. Appl. Econ., 20: 377–404. doi: 10.1002/jae.762
- Issue published online: 14 APR 2005
- Article first published online: 8 DEC 2004
- Manuscript Revised: 30 SEP 2003
- Manuscript Received: 1 MAR 2002
- Australian Research Council.
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