Author: Cho Jang Hyung Daigler Robert T.
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.12, Iss.2, 2012-02, pp. : 231-247
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
The Variance Gamma Process and Option Pricing
By Madan D.B.
European Finance Review, Vol. 2, Iss. 1, 1998-01 ,pp. :
A generalized variance gamma process for financial applications
Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. :
Forecasting daily volatility with intraday data
By Frijns Bart Margaritis Dimitris
The European Journal of Finance, Vol. 14, Iss. 6, 2008-01 ,pp. :
Market risk models for intraday data
By Giot Pierre
The European Journal of Finance, Vol. 11, Iss. 4, 2005-08 ,pp. :