Estimating and testing non-affine option pricing models with a large unbalanced panel of options
Fabrizio Ferriani and Sergio Pastorello
| Year of publication: |
2012
|
|---|---|
| Authors: | Ferriani, Fabrizio ; Pastorello, Sergio |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 15.2012, 2, p. 171-203
|
| Subject: | Optionspreistheorie | Option pricing theory | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009614929