Econometric models of option pricing errors
Eric Renault
| Year of publication: |
1997
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|---|---|
| Authors: | Renault, Eric |
| Published in: |
Advances in economics and econometrics: theory and applications ; Vol. 3 ; 3. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-58013-7. - 1997, p. 223-278
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| Subject: | Optionspreistheorie | Option pricing theory | CAPM | Schätztheorie | Estimation theory | Ökonometrie | Econometrics | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001328730