Work

Estimating and testing non‐affine option pricing models with a large unbalanced panel of options

Year: 2012

Type: article

Source: Econometrics Journal

DOI: 10.1111/j.1368-423x.2012.00372.x

Authors: Fabrizio Ferriani, Sergio Pastorello

Institution: University of Bologna

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1778092251

FWCI: 1.592

Cites: 44

Cited by: 16

Related to: 10