Nonrandom price movements
Year of publication: |
May 2016
|
---|---|
Authors: | Madan, Dilip B. ; Wang, King |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 17.2016, p. 103-109
|
Subject: | Variance gamma | Geometric Brownian motion | Momentum | Mean reversion | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Mean Reversion | Optionspreistheorie | Option pricing theory |
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