A Study Towards a Unified Approach to the Joint Estimation of Objective and Risk Neutral Measures for the Purpose of Options Valuation
Year of publication: |
[2012]
|
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Authors: | Chernov, Mikhail |
Other Persons: | Ghysels, Eric (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Economics, Vol. 56, No. 3, June, 2000 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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