Work

Econometric models of option pricing errors

Year: 1997

Type: book-chapter

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9781139051996.008

Author: Eric Renault

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1525869573

FWCI: 24.11

Cites: 1

Cited by: 122

Related to: 10