Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy
Buckley, Winston, Perera, SandunLangue:
english
Journal:
Annals of Finance
DOI:
10.1007/s10436-018-0335-2
Date:
September, 2018
Fichier:
PDF, 773 KB
english, 2018