What Type of Process Underlies Options? A Simple Robust Test

Journal of Finance

Volumn 58, Issue 6, 2003, Pages 2581-2610

  Carr, Peter ^a,b   Wu, Liuren ^c  

^a Bloomberg LP ^*  (United States)

^b NEW YORK UNIVERSITY   (United States)

^c CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344153901     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1046/j.1540-6261.2003.00616.x     Document Type: Article

References (20)

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