Time-changed Lévy processes and option pricing
Peter Carr; Liuren Wu
| Year of publication: |
2004
|
|---|---|
| Authors: | Carr, Peter ; Wu, Liuren |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 71.2004, 1, p. 113-141
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001881163