A Kramers-Moyal Approach to the Analysis of Third-Order Noise with Applications in Option Valuation

Published 2015 View Full Article

Authors

Keywords

Finance, Skewness, Resource management (economics), Partial differential equations, Stochastic processes, Approximation methods, Probability density, Probability distribution

Journal

PLoS One

Volume 10, Issue 1, Pages e0116752

Publisher

Public Library of Science (PLoS)

Online

2015-01-28

DOI

10.1371/journal.pone.0116752

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