Pages that link to "Item:Q888333"
From MaRDI portal
The following pages link to Specification tests of calibrated option pricing models (Q888333):
Displaying 5 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Frontiers in time series and financial econometrics: an overview (Q888316) (← links)
- Sequential calibration of options (Q1023619) (← links)
- Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)