The Finite Moment Log Stable Process and Option Pricing.
Autor: | CARR, PETER1, LIUREN WU2 |
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Zdroj: | Journal of Finance (Wiley-Blackwell). Apr2003, Vol. 58 Issue 2, p753-778. 26p. 2 Charts, 5 Graphs. |
Databáze: | Business Source Ultimate |
Externí odkaz: |