Specification Analysis of Option Pricing Models Based on Time- Changed Levy Processes
Year of publication: |
2004-01-08
|
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Authors: | Huang, Jingzhi ; Wu, Liuren |
Institutions: | EconWPA |
Subject: | Option pricing | Levy processes | time change | jumps | Diffusion | stochastic volatility | finite activity | infinite activity | infinite variation |
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