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Fiorentini, Gabriele 1 León, Angel 1 Rubio, Gonzalo 1
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FEDEA Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 10 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 3 Instituto Valenciano de Investigaciones Económicas (IVIE) 3 Banco de España 2 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 2 Department of Economics and Business, Universitat Pompeu Fabra 2 Centre for Economic Policy Research 1 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 1 Instituto Valenciano de Investigaciones Económicas 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Short-term options with stochastic volatility: Estimation and empirical performance
Fiorentini, Gabriele; León, Angel; Rubio, Gonzalo - FEDEA
Persistent link: https://www.econbiz.de/10005811097
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