Work

An empirical test of the variance gamma option pricing model

Year: 2002

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/s0927-538x(02)00047-1

Authors: K. Lam, E. Chang, M.C. Lee

Institutions: Hong Kong Baptist University, University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1968464096

FWCI: 1.094

Cites: 27

Cited by: 23

Related to: 10