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Journal of econometrics
Johnson School Research Paper Series
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Finance research letters
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International journal of theoretical and applied finance
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Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
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2
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
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Specification tests of calibrated option pricing models
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 397-414
Persistent link: https://www.econbiz.de/10011504582
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