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Date
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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