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Mozumder, Sharif
Madan, Dilip B.
23
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Annals of financial economics
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Market risk of investment in us subprime crisis : comparison of a pure diffusion and a pure jump model
Mozumder, Sharif
;
Rahman, Arafatur
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011685729
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2
Revisiting
variance
gamma
pricing : an application to S&P500 index options
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011333422
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