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An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva; Gago, Mónica; León Valle, Ángel Manuel; … - In: Investigaciones económicas 29 (2005) 3, pp. 483-523
Persistent link: https://www.econbiz.de/10003317868
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A semiparametric estimation of liquidity effects on option pricing
Ferreira, Eva; Gago, Mónica; Rubio, Gonzalo - In: Spanish economic review : SER 5 (2003) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001761022
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Importance sampling applied to Greeks for jump : diffusion models with stochastic volatility
De Diego, Sergio; Ferreira, Eva; Nualart, Eulàlia - In: The journal of computational finance 22 (2018) 1, pp. 79-105
Persistent link: https://www.econbiz.de/10011890181