Discrete time option pricing with flexible volatility estimation
| Authors: | HARDLE, Wolfgang ; HAFNER, Christian M. |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Finance and Stochastics, 4, 189-207, 2000 Number 1439 |
| Other identifiers: | 10.1007/s007800050011 [DOI] |
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Persistent link: https://www.econbiz.de/10010695398