An empirical examination of the variance-gamma model for foreign currency options

Journal of Business

Volumn 78, Issue 6, 2005, Pages 2121-2152

  Daal, Elton A ^a   Madan, Dilip B ^b  

^a UNIVERSITY OF NEW ORLEANS   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 32144454353     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/497039     Document Type: Article

References (24)

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