An empirical test of the variance gamma option pricing model
| Year of publication: |
2002
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|---|---|
| Authors: | Lam, K. ; Chang, E. ; Lee, M.C. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 10.2002, 3, p. 267-286
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