Eprint first made available on ORBilu (E-prints, Working papers and Research blog)
Evaluating Option Pricing Model Performance Using Model Uncertainty
LEHNERT, Thorsten; Blanchard, Gildas; Bams, Dennis
2014
 

Files


Full Text
Evaluating Option Pricing Model Performance Using Model Uncertainty_Bams_Blanchard_Lehnert_March 2014.pdf
Publisher postprint (811 kB)
Download

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Finance
Author, co-author :
LEHNERT, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Blanchard, Gildas
Bams, Dennis
Language :
English
Title :
Evaluating Option Pricing Model Performance Using Model Uncertainty
Publication date :
2014
Available on ORBilu :
since 24 October 2014

Statistics


Number of views
42 (0 by Unilu)
Number of downloads
192 (1 by Unilu)

Bibliography


Similar publications



Contact ORBilu