Statistical Inference for Random-Variance Option Pricing
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Other versions of this item:
- S, Pastorello & E, Renault & N, Touzi, 1997. "Statistical Inference for Random Variance Option Pricing," Working Papers 97-60, Center for Research in Economics and Statistics.
- Pastorello, S. & Renault, E. & Touzi, N., 1995. "Statistical Inference for Random Variance Option Pricing," Papers 95.403, Toulouse - GREMAQ.
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More about this item
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
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