Title of article :
Information-time option pricing: theory and empirical evidence
Author/Authors :
Carolyn W. Chang، نويسنده , , Jack S.K. Chang، نويسنده , , Kian-Guan Lim، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
32
From page :
211
To page :
242
Keywords :
Information-time , option pricing , Stochastic Volatility , Stochastic timechange , Information arrival speed
Journal title :
Journal of Financial Economics
Serial Year :
1998
Journal title :
Journal of Financial Economics
Record number :
257319
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257319
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