The Finite Moment Log Stable Process and Option Pricing

Journal of Finance

Volumn 58, Issue 2, 2003, Pages 753-778

  Carr, Peter ^a   Wu, Liuren ^b  

^a NEW YORK UNIVERSITY   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0142219274     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00544     Document Type: Article

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