Option Hedging and Implicit Volatilities. Non Causality in Continuous Time Varma Models.
| Year of publication: |
1993
|
|---|---|
| Authors: | Renault, E. ; Comte, F. |
| Institutions: | Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE) |
| Subject: | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 45 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005639412