Parametric inference and dynamic state recovery from option panels

Torben G. Andersen, Nicola Fusari and Viktor Todorov

Year of publication:	2012
Authors:	Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor
Publisher:	Aarhus : School of Economics and Management
Subject:	Optionsgeschäft \| Option trading \| Risikoprämie \| Risk premium \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Modellierung \| Scientific modelling \| Theorie \| Theory

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