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On the Validity of the Wiener Process Assumption in Option Pricing Models: Contradictory Evidence from Taiwan

On the Validity of the Wiener Process Assumption in Option Pricing Models: Contradictory Evidence from Taiwan

Gili Yen; Eva C. Yen
  • 作者Gili Yen; Eva C. Yen
  • 卷第12卷
  • 期第4期
  • 印刷ISSN0924-865X
  • 电子ISSN1573-7179
  • 文件大小77.92KB
  • 发表时间1999-06
  • DOI10.1023/a:1008309307499
  • 页码327-340
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