International capital asset pricing: Evidence from options

Journal of Empirical Finance

Volumn 14, Issue 4, 2007, Pages 465-498

  Mo, Henry ^a   Wu, Liuren ^b  

^a Fixed Income Division   (United States)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

International capital asset pricing; Jumps; Options; Stochastic volatility; Time changed L vy processes

Indexed keywords

EID: 34547855541     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jempfin.2006.12.002     Document Type: Article

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