Publisher： John Wiley & Sons Inc
E-ISSN： 1540-6261|22-1082|3|1405-1439
ISSN： 0022-1082
Source： THE JOURNAL OF FINANCE, Vol.22-1082, Iss.3, 2004-06, pp. : 1405-1439
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
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
THE JOURNAL OF FINANCE, Vol. 59, Iss. 3, 2004-06 ,pp. :
Access to resources
Recommend
Time-changed Levy processes and option pricing
Journal of Financial Economics, Vol. 71, Iss. 1, 2004-01 ,pp. :
Specification testing in nonstationary time series models
THE ECONOMETRICS JOURNAL, Vol. 18, Iss. 1, 2015-02 ,pp. :
Empirical option pricing: a retrospection
By Bates D.S.
Journal of Econometrics, Vol. 116, Iss. 1, 2003-09 ,pp. :