Yin, Yun; Moffatt, Peter G. - In: Journal of risk and financial management : JRFM 12 (2019) 4/157, pp. 1-12
the market option price as the dependent variable and estimate the parameters of the IV equation by the method of non-linear … least squares (NLLS). A problem we identify with this method is one of model incoherency: the IV equation that is estimated …