Work

The Econometrics of Option Pricing

Year: 2010

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-0-444-50897-3.50012-2

Authors: René Garcia, Eric Ghysels, Eric Renault

Institutions: Ecole des Hautes Etudes Commerciales du Nord, University of North Carolina at Chapel Hill

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Social Sciences and Humanities Research Council of Canada

OpenAlex ID: W2111154541

FWCI: 25.97

Cites: 200

Cited by: 110

Related to: 10