Information-time option pricing: Theory and empirical evidence

Information-time option pricing: Theory and empirical evidence

Journal of Financial Economics

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Bibliographic Details
Main Authors: Chang, C.W., Chang, J.S.K., Lim, K.-G.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
G13
Information arrival speed
Information-time
Option pricing
Stochastic time change
Stochastic volatility
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45233
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/45233

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