A Kramers-Moyal Approach to the Analysis of Third-Order Noise with Applications in Option Valuation

Open Access

Peer-reviewed

Research Article

Dan M. Popescu,

Affiliation Department of Physics, University of Richmond, Richmond, Virginia, United States of America
⨯
Ovidiu Lipan

* E-mail: olipan@richmond.edu

Affiliation Department of Physics, University of Richmond, Richmond, Virginia, United States of America
⨯

Reader Comments (0)

Finance
Is the Subject Area "Finance" applicable to this article?

Thanks for your feedback.
Skewness
Is the Subject Area "Skewness" applicable to this article?

Thanks for your feedback.
Resource management
Is the Subject Area "Resource management" applicable to this article?

Thanks for your feedback.
Partial differential equations
Is the Subject Area "Partial differential equations" applicable to this article?

Thanks for your feedback.
Stochastic processes
Is the Subject Area "Stochastic processes" applicable to this article?

Thanks for your feedback.
Approximation methods
Is the Subject Area "Approximation methods" applicable to this article?

Thanks for your feedback.
Probability density
Is the Subject Area "Probability density" applicable to this article?

Thanks for your feedback.
Probability distribution
Is the Subject Area "Probability distribution" applicable to this article?

Thanks for your feedback.