Open AccessA Spanning Series Approach to Options
Author(s) -
Steven L. Heston,
Alberto G. Rossi
Publication year - 2016
Publication title -
the review of asset pricing studies
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 4.356
H-Index - 19
eISSN - 2045-9939
pISSN - 2045-9920
DOI - 10.1093/rapstu/raw006
Subject(s) - mathematics , hermite polynomials , kurtosis , skewness , valuation (finance) , valuation of options , stochastic volatility , fourier series , edgeworth series , series (stratigraphy) , volatility (finance) , econometrics , mathematical economics , mathematical analysis , statistics , economics , finance , paleontology , biology
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