Pages that link to "Item:Q5093183"
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The following pages link to Estimating and testing non‐affine option pricing models with a large unbalanced panel of options (Q5093183):
Displaying 5 items.
- The role of additional information in option pricing: estimation issues for the state space model (Q604920) (← links)
- Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)