Statistical inference for random-variance option pricing
Year of publication: |
2000
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Authors: | Pastorello, Sergio ; Renault, Eric ; Touzi, Nizar |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 3, p. 358-367
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Induktive Statistik | Statistical inference |
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