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Estimating option pricing models using a characteristic function-based linear state space representation - MaRDI portal

Estimating option pricing models using a characteristic function-based linear state space representation

From MaRDI portal
Publication:6664638

DOI10.1016/j.jeconom.2024.105864MaRDI QIDQ6664638

Roger J. A. Laeven, H. Peter Boswijk, Evgenii Vladimirov

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)






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