Evaluating Option Pricing Model Performance Using Model Uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Lehnert, Thorsten ; Blanchard, Gildas ; Bams, Dennis |
Institutions: | Luxembourg School of Finance, Faculté de droit, d'économie et de finance |
Subject: | option pricing | cross-section | estimation risk | parameter uncertainty | specification test | bootstrapping |
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