Model Error in Contingent Claim Models Dynamic Evaluation
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- Eric Jacquier & Robert Jarrow, "undated". "Model Error in Contingent Claim Models (Dynamic Evaluation)," Rodney L. White Center for Financial Research Working Papers 07-96, Wharton School Rodney L. White Center for Financial Research.
- Eric Jacquier & Robert Jarrow, "undated". "Model Error in Contingent Claim Models (Dynamic Evaluation)," Rodney L. White Center for Financial Research Working Papers 7-96, Wharton School Rodney L. White Center for Financial Research.
References listed on IDEAS
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"Approximate Option Valuation For Arbitrary Stochastic Processes,"
World Scientific Book Chapters,in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 1, pages 9-31
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