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F. Afrizal

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Open access Nov 2026

Remodeling and Application of Stock Option Price Based on Skewed Laplace Distribution Approach

This paper proposed a new model to price a stock option based on the Skewed Laplace distribution approach (SLOP). The approach was considered to provide a better option price than Black Scholes Option Price (BSOP) because Skewed Laplace distribution (SL) has a shape parameter that can capture excess skewness and kurtos...

E. Sulistianingsih, F. Afrizal, Muhammad Fikri et al. · 0 citations

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