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~institution:"Econometric Society"
~isPartOf:"Econometric Society 2004 North American Winter Meetings"
~person:"Huang, Jing-zhi"
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THREE-POINT VOLATILITY SMILE C...
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Option pricing
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Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes
Huang, Jing-zhi
;
Wu, Liuren
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Econometric Society
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2004
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, one needs to incorporate an infinite activity jump component in the underlying asset return process, and also …
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