An empirical test of the variance gamma option pricing model
Year of publication: |
2002
|
---|---|
Authors: | Lam, K. ; Chang, E. ; Lee, M.C. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 13434202. - Vol. 10.2002, 3, p. 267-286
|
Saved in:
Saved in favorites
Similar items by person
-
An empirical test of the variance gamma option pricing model
Lam, Kin, (2002)
-
An empirical test of the variance gamma option pricing model
Lam, K., (2002)
-
A margin scheme that advises on when to change required margin
Lam, Kin, (2010)
- More ...