Statistical Inference for Random Variance Option Pricing.
| Year of publication: |
1995
|
|---|---|
| Authors: | Pastorello, S. ; Renault, E. ; Touzi, N. |
| Institutions: | Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE) |
| Subject: | ECONOMETRICS | STATISTICS | PRICES |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 29 pages |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C19 - Econometric and Statistical Methods: General. Other |
| Source: |
Persistent link: https://www.econbiz.de/10005780431