An empirical comparison of the performance of alternative option pricing models

Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.

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:	DFAEII Working Papers.
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:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10004972695