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

Jing-Zhi Huang and Liuren Wu

Year of publication:	2004
Authors:	Huang, Jing-Zhi ; Wu, Liuren
Published in:	The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 59.2004, 3, p. 1405-1442
Subject:	Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Index-Futures \| Index futures \| Volatilität \| Volatility \| USA \| United States \| 1999-2000

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