Mathematical Problems in Engineering / 2020 / Article / Tab 2

Research Article

Estimation of Tail Risk and Moments Using Option Prices with a Novel Pricing Model under a Distorted Lognormal Distribution

Table 2

Descriptive statistics of options.

MaxMinMeanMedianStdSkewnessKurtosis

1.530.040.790.810.26−0.273.05
2136.450.05311.4992.63431.861.655.27
2136.450.05536.67440.35489.980.903.19
1225.400.0586.327.60177.713.3015.71

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