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A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

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  • Chernov, Mikhail
  • Ghysels, Eric

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  • Chernov, Mikhail & Ghysels, Eric, 2000. "A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation," Journal of Financial Economics, Elsevier, vol. 56(3), pages 407-458, June.
    • Handle: RePEc:eee:jfinec:v:56:y:2000:i:3:p:407-458
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