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Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion |
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| Authors: | Sofiane Aboura Didier Maillard |
| Affiliation: | 1. Sofiane Aboura is Professeur at the Université de Paris XIII, Sorbonne Paris Cité, CEPN (UMR‐CNRS 7234), 99 avenue Jean‐Baptiste Clément, 93430 Villetaneuse, France;2. Didier Maillard is Professeur at the Conservatoire National des Arts et Métiers, LIRSA Laboratory & Senior Advisor, Amundi, France, 292 rue Saint‐Martin 75141 Paris cedex 03 |
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