Long memory options : LM evidence and simulations
Year of publication: |
2007
|
---|---|
Authors: | Jamdee, Sutthisit ; Los, Cornelis A. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 21.2007, 2, p. 260-280
|
Subject: | Optionspreistheorie | Option pricing theory |
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