An Empirical Examination of the Variance-Gamma Model for Foreign Currency Options
| Year of publication: |
2005
|
|---|---|
| Authors: | Daal, Elton A. ; Madan, Dilip B. |
| Published in: |
The journal of business : B. - Chicago, Ill : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 2416177. - Vol. 78.2005, 6, p. 2121-2152
|