Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes
Document indicators
altmetrics
loading
received citations
loading
references
Charts
loading
loading
This tool is under development and it is available in Beta Test version
This tool is under development and it was published with the objective to test the usage and performance. All the indicators are real and they are gradually being loaded. Slowness and out of service problems may occur in this version.