Work

Accounting for the impact of higher order moments in foreign equity option pricing model

Year: 2011

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2011.02.038

Authors: Weidong Xu, Chongfeng Wu, Hongyi Li

Institutions: Zhejiang University, Shanghai Jiao Tong University, Chinese University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Ministry of Education of the People's Republic of China, Humanities and Social Sciences Youth Foundation, Ministry of Education of the People's Republic of China

Awards: 基于产业链的国家外汇储备多元化和国际资产配置研究, G6371200572

OpenAlex ID: W2029407230

FWCI: 3.592

Cites: 28

Cited by: 20

Related to: 10