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Article: The variance gamma process and options pricing

TitleThe variance gamma process and options pricing
Authors
Issue Date1998
PublisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1572-3097
Citation
European Finance Review, 1998, v. 2 n. 1, p. 79-105 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/85850
ISSN

 

DC FieldValueLanguage
dc.contributor.authorChang, ECen_HK
dc.contributor.authorMadan, DBen_HK
dc.contributor.authorCarr, Pen_HK
dc.date.accessioned2010-09-06T09:09:58Z-
dc.date.available2010-09-06T09:09:58Z-
dc.date.issued1998en_HK
dc.identifier.citationEuropean Finance Review, 1998, v. 2 n. 1, p. 79-105en_HK
dc.identifier.issn1382-6662en_HK
dc.identifier.urihttp://hdl.handle.net/10722/85850-
dc.languageengen_HK
dc.publisherSpringer New York LLC. The Journal's web site is located at http://springerlink.metapress.com/openurl.asp?genre=journal&issn=1572-3097en_HK
dc.relation.ispartofEuropean Finance Reviewen_HK
dc.titleThe variance gamma process and options pricingen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1382-6662&volume=2&issue=1&spage=79&epage=105&date=1998&atitle=The+variance+gamma+process+and+options+pricingen_HK
dc.identifier.emailChang, EC: ecchang@business.hku.hken_HK
dc.identifier.authorityChang, EC=rp01050en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1023/A:1009703431535-
dc.identifier.hkuros43941en_HK
dc.identifier.issnl1382-6662-

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