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

id	sg-nus-scholar.10635-45233
record_format	dspace
spelling	sg-nus-scholar.10635-452332015-01-24T01:51:06Z Information-time option pricing: Theory and empirical evidence Chang, C.W. Chang, J.S.K. Lim, K.-G. FINANCE & ACCOUNTING G13 Information arrival speed Information-time Option pricing Stochastic time change Stochastic volatility Journal of Financial Economics 48 2 211-242 JFECD 2013-10-11T08:14:51Z 2013-10-11T08:14:51Z 1998 Article Chang, C.W.,Chang, J.S.K.,Lim, K.-G. (1998). Information-time option pricing: Theory and empirical evidence. Journal of Financial Economics 48 (2) : 211-242. ScholarBank@NUS Repository. 0304405X http://scholarbank.nus.edu.sg/handle/10635/45233 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	G13 Information arrival speed Information-time Option pricing Stochastic time change Stochastic volatility
spellingShingle	G13 Information arrival speed Information-time Option pricing Stochastic time change Stochastic volatility Chang, C.W. Chang, J.S.K. Lim, K.-G. Information-time option pricing: Theory and empirical evidence
description	Journal of Financial Economics
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Chang, C.W. Chang, J.S.K. Lim, K.-G.
format	Article
author	Chang, C.W. Chang, J.S.K. Lim, K.-G.
author_sort	Chang, C.W.
title	Information-time option pricing: Theory and empirical evidence
title_short	Information-time option pricing: Theory and empirical evidence
title_full	Information-time option pricing: Theory and empirical evidence
title_fullStr	Information-time option pricing: Theory and empirical evidence
title_full_unstemmed	Information-time option pricing: Theory and empirical evidence
title_sort	information-time option pricing: theory and empirical evidence
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/45233
_version_	1681083037843980288

Information-time option pricing: Theory and empirical evidence

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