A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018)
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scientific article; zbMATH DE number 1106704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL |
scientific article; zbMATH DE number 1106704 |
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A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (English)
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15 April 1998
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option pricing
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general equilibrium
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execution price uncertainty
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method of simulated moments
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discrete approximation
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transactions data
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Cox-Ingersoll-Ross call option pricing model
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