Specification Analysis of Option Pricing Models Based on Time-Changed Lévy Processes.
| Autor: | JING-ZHI HUANG1, LIUREN WU2 |
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| Zdroj: | Journal of Finance (Wiley-Blackwell). Jun2004, Vol. 59 Issue 3, p1405-1439. 35p. 5 Charts, 3 Graphs. |
| Databáze: | Business Source Ultimate |
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