Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|59|3|1405-1439

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.59, Iss.3, 2004-06, pp. : 1405-1439

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Abstract