Title of article :
Pure jump Lévy processes for asset price modelling
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
20
From page :
1297
To page :
1316
Keywords :
Stochastic time changes , Economic time , Lévy density , quadratic variation , option pricing
Journal title :
Journal of Banking and Finance
Serial Year :
2002
Journal title :
Journal of Banking and Finance
Record number :
193392
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193392
