Title of article

Time-changed Lévy processes and option pricing

Author/Authors

W. Peter Carr، نويسنده , , Liuren Wu، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2004

Pages

29

From page

113

To page

141

Keywords

L!evyprocesses , Random time change , option pricing , Measure change , Fourier transforms

Journal title

Journal of Financial Economics

Serial Year

2004

Journal title

Journal of Financial Economics

Record number

257646