Cheang, Gerald H. L.; Chiarella, Carl - 2008
Business
School, Nanyang Technology University, Nanyang Avenue, Singapore 639798.
ycarl.chiarella@uts.edu.au; School of Finance … and Economics, University of Technology, Sydney, PO Box
123, Broadway, NSW 2007, Australia.
1
1 Introduction
The problem … stock returns are discontinuous, J. of
Financial Economics, 3(1), 1976, 125{144.
16. Y. Miyahara, Geometric L¶evy Process …