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Stylized Empirical Features of Asset Return and American Option Pricing under time-changed Lévy Processes
by
廖四郎
(
Szu
-
Lang Liao
)
,
陳俊洪(Jun-Home Chen)
,
連育民(Yu-Min Lian)
Published in
Soochow journal of economics and business
(01.03.2014)
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Stylized Empirical Features of Asset Return and American Option pricing under time-changed Lévy processes
by
廖四郎
(
Liao
,
Szu
-
Lang
)
,
陳俊洪(Chen,Jun-Home)
,
連育民( Lian,Yu-Min)
Published in
東吳經濟商學學報
(01.03.2014)
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Journal Article
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Journal Article
2 results
2
Subject Area
economics
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Topic
abnormal returns
1 results
1
esscher transform
1 results
1
least-squared monte carlo simulation
1 results
1
monte carlo simulation
1 results
1
normal inverse gaussian
1 results
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put & call options
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Chinese
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English
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ProQuest Central
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ProQuest East & South Asia Database
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