Microstructural biases in empirical tests of option pricing models (Q1037574)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Microstructural biases in empirical tests of option pricing models |
scientific article; zbMATH DE number 5633539
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Microstructural biases in empirical tests of option pricing models |
scientific article; zbMATH DE number 5633539 |
Statements
Microstructural biases in empirical tests of option pricing models (English)
0 references
16 November 2009
0 references
option pricing
0 references
microstructure
0 references
jump-diffusion
0 references
risk-neutral moments
0 references
0.8651733
0 references
0.8547791
0 references
0.85110843
0 references
0 references
0.84782296
0 references
0.8467144
0 references
0.8461924
0 references
0.8456262
0 references
