An empirical test of the variance gamma option pricing model
Year of publication: |
2002
|
---|---|
Authors: | Lam, Kin ; Chang, Eric Chieh ; Lee, M. C. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 10.2002, 3, p. 267-285
|
Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | Hongkong | Hong Kong |
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