Evaluating option pricing model performance using model uncertainty

Dennis Bams; Gildas Blanchard; Thorsten Lehnert

Year of publication:	2014
Authors:	Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten
Publisher:	Luxembourg : LSF
Subject:	option pricing \| cross-section \| estimation risk \| parameter uncertainty \| specification test \| bootstrapping \| Optionspreistheorie \| Option pricing theory \| Risiko \| Risk \| Bootstrap-Verfahren \| Bootstrap approach \| Schätztheorie \| Estimation theory \| CAPM \| Schätzung \| Estimation \| Modellierung \| Scientific modelling

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