Evaluating Option Pricing Model Performance Using Model Uncertainty

Reference : Evaluating Option Pricing Model Performance Using Model Uncertainty


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/18513

Title :	Evaluating Option Pricing Model Performance Using Model Uncertainty
Language :	English
Author, co-author :	Lehnert, Thorsten [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Blanchard, Gildas []
	Bams, Dennis []
Publication date :	2014
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/18513

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Open access	Evaluating Option Pricing Model Performance Using Model Uncertainty_Bams_Blanchard_Lehnert_March 2014.pdf		Publisher postprint	791.99 kB	View/Open

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