Evaluating option pricing model performance using model uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten |
Publisher: |
Luxembourg : LSF |
Subject: | option pricing | cross-section | estimation risk | parameter uncertainty | specification test | bootstrapping | Optionspreistheorie | Option pricing theory | Experiment | Risiko | Risk | Bootstrap-Verfahren | Bootstrap approach | CAPM | Modellierung | Scientific modelling | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | Online-Ressource (41 S.) graph. Darst. |
---|---|
Series: | LSF research working paper series. - Luxembourg, ZDB-ID 2781733-7. - Vol. 14-06 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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