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Risk‐neutral moment‐based estimation of affine option prici..:
Feunou, Bruno
;
Okou, Cédric
Journal of Applied Econometrics. 33 (2018) 7 - p. 1007-1025 , 2018
Link:
https://doi.org/10.1002/jae.2630
RT Journal T1 <Title>Risk‐neutral moment‐based estimation of affine option pricing models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1002_jae.2630&Exemplar=1&LAN=DE A1 Feunou, Bruno A1 Okou, Cédric PB Wiley YR 2018 SN 0883-7252 SN 1099-1255 JF Journal of Applied Econometrics VO 33 IS 7 SP 1007 OP 1025 LK http://dx.doi.org/https://doi.org/10.1002/jae.2630 DO https://doi.org/10.1002/jae.2630 SF ELIB - SuUB Bremen
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