Work

Empirical Performance of Option Pricing Models Based on Time-Changed Lévy Processes

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1675321

Author: Achim Dahlbokum

Institution: University of Cologne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2169318142

Cites: 45

Cited by: 18

Related to: 10