Regression-based modeling of market option prices: with application to S&P500 options
| Year of publication: |
2007
|
|---|---|
| Authors: | Pandher, Gurupdesh S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 26.2007, 7, p. 475-496
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