HomeProjectsNon-parametric correction for skew and excess kurtosis in option pricing

Non-parametric correction for skew and excess kurtosis in option pricing

Main applicant
FT, Dos Jarno Talponen
Project name
Non-parametric correction for skew and excess kurtosis in option pricing
Amount
5 000 €
Year
2016
Purpose of use
Other purpose
Support type
General call for applications
Grant category
Strategies, Investments, Finance and Risk
Region
North Karelia