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Journal of Probability and Statistics
Volume 2017, Article ID 8690491, 19 pages
https://doi.org/10.1155/2017/8690491
Research Article

Gram-Charlier Processes and Applications to Option Pricing

1Faculty of Business Administration, University of Macau, Macau
2Montreal, QC, Canada

Correspondence should be addressed to Daniel Dufresne; ua.ude.bleminu@enserfud

Received 17 August 2016; Accepted 1 November 2016; Published 8 February 2017

Academic Editor: Aera Thavaneswaran

Copyright © 2017 Jean-Pierre Chateau and Daniel Dufresne. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Citations to this Article [1 citation]

The following is the list of published articles that have cited the current article.

  • Abdurakhman, and D A I Maruddani, “Comparing Merton model and Gram-Charlier model to capture skewness and kurtosis on bond performance,” Journal of Physics: Conference Series, vol. 1217, pp. 012081, 2019. View at Publisher · View at Google Scholar