Appraising model complexity in option pricing
Mark Cummins, Francesco Esposito
| Year of publication: |
2025
|
|---|---|
| Authors: | Cummins, Mark ; Esposito, Francesco |
| Subject: | affine and nonaffine jump-diffusion model specifications | model complexity | model confidence set | option pricing models | stochastic volatility | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Modellierung | Scientific modelling | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22575 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376680