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A quadrinomial lattice model that incorporates skewness and kurtosis
Title
A quadrinomial lattice model that incorporates skewness and kurtosis
Date
2009
Author(s)
Patel, Nikulbhai (Author), Ismail, Mohamed Wahab Mohamed (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s)
Financial engineering -- Mathematics, Options (Finance) -- Prices -- Mathematical models, Lattice theory, Distributive lattices
Program
Immigration and Settlement Studies
Degree
Master of Engineering