英文文献：Skewness Premium with Lévy Processes-倾斜溢价与Levy process
英文文献作者：José Fajardo,Ernesto Mordecki
英文文献摘要：
We study the skewness premium (SK) introduced by Bates (1991) in a general context using Lévy Processes. Under a symmetry condition Fajardo and Mordecki (2006) have obtained that SK is given by the Bate's x% rule. In this paper, we study SK under the absence of that symmetry condition. More exactly, we derive sufficient conditions for the excess of SK to be positive or negative, in terms of the characteristic triplet of the Lévy Process under the risk neutral measure.

在一般的背景下，利用征税过程研究了Bates(1991)提出的偏态溢价(SK)。在对称条件下，Fajardo和Mordecki(2006)得到SK由Bate's x%规则给出。在本文中，我们在不存在对称条件的情况下研究SK。更确切地说，我们根据风险中性测度下征税过程的特征三重，推导了SK的过剩为正或负的充分条件。