Skewness and Kurtosis as Pricing Mechanism for the Political Risk Premium in FTSE 100 Index Options

Additional Metadata
Keywords	Keywords: political risk premium; options; skewness; kurtosis; non-normality; FTSE 100; Gram-Charlier expansion; Black-Scholes
Thesis Advisor	Versijp, P.J.P.M.
Persistent URL	hdl.handle.net/2105/52598
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Veldt, L.V.C. van der. (2020, September 25). Skewness and Kurtosis as Pricing Mechanism for the Political Risk Premium in FTSE 100 Index Options. Business Economics. Retrieved from http://hdl.handle.net/2105/52598

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