Spatial dependence in option observation errors
Year of publication: |
2021
|
---|---|
Authors: | Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor ; Varneskov, Rasmus Tangsgaard |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 37.2021, 2, p. 205-247
|
Subject: | Räumliche Interaktion | Spatial interaction | Optionspreistheorie | Option pricing theory | Statistischer Fehler | Statistical error |
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