Artículo
Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes
Higher order stochastic moments and the estimation of implied volatility: Application of Edgeworth expansion over the Black-Scholes’ model
Momentos estocásticos de ordem superior e a estimativa da volutilidade implícita: aplicação da expansão de Edgewoth no modelo Black-choles
Gastón Silverio Milanesi
Autor para correspondencia
milanesi@uns.edu.ar
Autor para correspondencia: 12 de Octubre 1198 8vo piso, B8000CTX Bahía Blanca, Buenos Aires, Argentina.
Autor para correspondencia: 12 de Octubre 1198 8vo piso, B8000CTX Bahía Blanca, Buenos Aires, Argentina.
Profesor Asociado, Departamento de Ciencias de la Administración, Universidad Nacional del Sur, Buenos Aires, Argentina
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