Time-changed Lévy processes and option pricing
Top Cited Papers
- 1 January 2004
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 71 (1) , 113-141
- https://doi.org/10.1016/s0304-405x(03)00171-5
Abstract
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All Related Versions
This publication has 40 references indexed in Scilit:
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