Empirical Performance Study of Alternative Option Pricing Models: An Application to the French Option Market
Year of publication: |
2013-07
|
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Authors: | Aboura, Sofiane |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Implied Volatility | Stochastic Volatility Model | Jump Diffusion Model | Skewness | Kurtosis |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Stock & Forex Trading, 2013, Vol. 2, no. 2. pp. 1-10.Length: 9 pages |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; G15 - International Financial Markets ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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