An empirical test of variance gamma options pricing model on Hang Seng index options
Main Author: | |
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Format: | Others |
Language: | English |
Published: |
HKBU Institutional Repository
2000
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Subjects: | |
Online Access: | http://repository.hkbu.edu.hk/etd_ra/263 http://repository.hkbu.edu.hk/cgi/viewcontent.cgi?article=1262&context=etd_ra |