The finite moment log stable process and option pricing
Year of publication: |
2003
|
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Authors: | Carr, Peter ; Wu, Liuren |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 2, p. 753-777
|
Subject: | Aktienoption | Stock option | Volatilität | Volatility | Fälligkeit | Maturity | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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