Risk-neutral moment-based estimation of affine option pricing models
Year of publication: |
2017
|
---|---|
Authors: | Feunou, Bruno ; Okou, Cédric |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Asset pricing | Econometric and statistical methods |
Series: | Bank of Canada Staff Working Paper ; 2017-55 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2017-55 [DOI] 1011040190 [GVK] hdl:10419/197834 [Handle] RePEc:bca:bocawp:17-55 [RePEc] |
Classification: | G12 - Asset Pricing |
Source: |
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