A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
| Year of publication: |
2000
|
|---|---|
| Authors: | Chernov, Mikhail ; Ghysels, Eric |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 56.2000, 3, p. 407-458
|
| Publisher: |
Elsevier |