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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Cheng, Hung-Wen"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Cheng, Hung-Wen
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
The journal of derivatives : JOD
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Model specification of conditional jump intensity : Evidence from S&P 500 returns and option prices
Cheng, Hung-Wen
;
Lo, Chien-Ling
;
Tsai, Jeffrey Tzuhao
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667167
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