Option Pricing with Stochastic Volatility: Information-Time...

Management Science 1996 / 07 Vol. 42; Iss. 7

Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time

Carolyn W. Chang and Jack S. K. Chang
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Volume:
42
Language:
english
Journal:
Management Science
DOI:
10.2307/2634362
Date:
July, 1996
File:
PDF, 745 KB
english, 1996
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