An empirical comparison of the performance of alternative option pricing models
| Year of publication: |
2002
|
|---|---|
| Authors: | Gago, Mónica ; Rubio Irigoyen, Gonzalo ; León, Angel ; García, Ferreira ; Eva, María |
| Institutions: | Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales |
| Subject: | option pricing | conditional volatility | SNN Nonparametric estimator |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series DFAEII 2002.04 Number 2002-04 |
| Classification: | G13 - Contingent Pricing; Futures Pricing ; C14 - Semiparametric and Nonparametric Methods ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10004972695