Long and short memory in the risk-neutral pricing process

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@article{f09c0a5121ca4e88842efe9193379fca,

title = "Long and short memory in the risk-neutral pricing process",

author = "Kim, \{Young Shin\} and Danling Jiang and Stoyan Stoyanov",

year = "2019",

month = jun,

doi = "10.3905/jod.2019.1.077",

language = "English",

volume = "26",

pages = "71--88",

journal = "Journal of Derivatives",

issn = "1074-1240",

number = "4",

}

TY - JOUR

T1 - Long and short memory in the risk-neutral pricing process

AU - Kim, Young Shin

AU - Jiang, Danling

AU - Stoyanov, Stoyan

PY - 2019/6

Y1 - 2019/6

UR - https://www.scopus.com/pages/publications/85088559038

U2 - 10.3905/jod.2019.1.077

DO - 10.3905/jod.2019.1.077

M3 - Article

AN - SCOPUS:85088559038

SN - 1074-1240

VL - 26

SP - 71

EP - 88

JO - Journal of Derivatives

JF - Journal of Derivatives

IS - 4

ER -