Loss Functions in Option Valuation: A Framework for Model Selection

Wolff, Christian; Bams, D.; Lehnert, Thorsten

doi:10.1287/mnsc.1080.0976

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21 October 2013

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

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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 :

Issue :

Pages :

853-862

Peer reviewed :

Peer reviewed

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