Carr is from the Courant Institute, New York University; Wu is from the Graduate School of Business, Fordham University. The authors thank Rick Green (the editor), an anonymous referee, Alexander David, Patrick Hagan, Takaki Hayashi, Andrew Matytsin, J. Huston McCulloch, Murad Taqqu, Eric Reiner, and participants of the 2001 WFA conference and the 2000 Columbia Mathematical Finance Seminar for helpful suggestions.
The Finite Moment Log Stable Process and Option Pricing
Version of Record online: 21 MAR 2003
© 2003 the American Finance Association
The Journal of Finance
Volume 58, Issue 2, pages 753–777, April 2003
How to Cite
Carr, P. and Wu, L. (2003), The Finite Moment Log Stable Process and Option Pricing. The Journal of Finance, 58: 753–777. doi: 10.1111/1540-6261.00544
- Issue online: 21 MAR 2003
- Version of Record online: 21 MAR 2003
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