Long and Short Memory in the Risk-Neutral Pricing Process

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The Journal of Derivatives 2019 / 04

Long and Short Memory in the Risk-Neutral Pricing Process

Kim, Young Shin, Jiang, Danling, Stoyanov, Stoyan
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Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2019.1.077
Date:
April, 2019
File:
PDF, 1.79 MB
2019
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