Specification Analysis of Option Pricing Models Based on...

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Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes

Huang, Jing-Zhi, Wu, Liuren
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.411020
File:
PDF, 453 KB
english, 2003
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