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SNN Nonparametric estimator
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conditional volatility
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option pricing
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An empirical comparison of the performance of alternative option pricing models
Gago, Mónica
;
Rubio Irigoyen, Gonzalo
;
León, Angel
; …
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Departamento de Fundamentos del Análisis Económico …
-
2002
Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.
Persistent link: https://www.econbiz.de/10004972695
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