Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models
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- Bruno Feunou & Cédric Okou, 2018. "Risk‐neutral moment‐based estimation of affine option pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1007-1025, November.
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More about this item
KeywordsAsset pricing; Econometric and statistical methods;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-12-18 (All new papers)
- NEP-ECM-2017-12-18 (Econometrics)
- NEP-ORE-2017-12-18 (Operations Research)
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