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Article (Scientific journals)
Loss Functions in Option Valuation: A Framework for Model Selection
WOLFF, Christian
;
Bams, D.
;
LEHNERT, Thorsten
2009
•
In
Management Science, 55
(5), p. 853-862
Peer reviewed
Permalink
https://hdl.handle.net/10993/9000
DOI
10.1287/mnsc.1080.0976
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Disciplines :
Finance
Identifiers :
UNILU:UL-ARTICLE-2010-149
Author, co-author :
WOLFF, Christian
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Bams, D.
LEHNERT, Thorsten
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Loss Functions in Option Valuation: A Framework for Model Selection
Publication date :
2009
Journal title :
Management Science
ISSN :
0025-1909
Publisher :
Institute for Operations Research (INFORMS)
Volume :
55
Issue :
5
Pages :
853-862
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 21 October 2013
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