Specification analysis of option pricing models based on time-changed Lévy processes

Journal of Finance

Volumn 59, Issue 3, 2004, Pages 1405-1440

  Huang, Jing Zhi ^a   Wu, Liuren ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2942700148     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2004.00667.x     Document Type: Review

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