An empirical comparison of the performance of alternative option pricing models
This paper presents a comparison of alternative option pricing models basedneither on jump-di��usion nor stochastic volatility data generating processes.We assume either a smooth volatility function of some previously defined explanatoryvariables or a model in which discrete-based obse...
I tiakina i:
| I whakaputaina i: | Investigaciones Económicas |
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| Ngā kaituhi matua: | , , , |
| Hōputu: | Artigo |
| Reo: | Inglês |
| I whakaputaina: |
Fundación SEPI
2005
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| Ngā marau: | |
| Urunga tuihono: | https://www.redalyc.org/articulo.oa?id=17329303 |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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