Estimating option pricing models using a characteristic function-based linear state space representation
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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)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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