Claudia Yeap, S. T. Boris Choy, S. Simon Kwok. The Skew-t Option Pricing Model. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 309-326, Springer, 2018. [doi]
Abstract is missing.