The importance of the loss function in option valuation
| Year of publication: |
2004
|
|---|---|
| Authors: | Christoffersen, Peter ; Jacobs, Kris |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 72.2004, 2, p. 291-318
|
| Publisher: |
Elsevier |