Specification tests of calibrated option pricing models
type: Item
instance of: scholarly article
title: Specification tests of calibrated option pricing models
zbMATH Open document ID: 1337.91146
author: Simon Sai Man Kwok
author: Robert A. Jarrow
published in: Journal of Econometrics
publication date: 2015-10-30T00:00:00Z
full work available at URL: http://hdl.handle.net/2123/9191
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6502486
MaRDI profile type: Publication
OpenAlex ID: W3123399781
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DOI: 10.1016/J.JECONOM.2015.03.032
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description: scientific article; zbMATH DE number 6502486