Testing option pricing models: complete and incomplete markets
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More about this item
KeywordsOption pricing; complete and incomplete markets; stochastic volatility;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-07 (All new papers)
- NEP-FMK-2011-05-07 (Financial Markets)
- NEP-MST-2011-05-07 (Market Microstructure)
- NEP-ORE-2011-05-07 (Operations Research)
- NEP-RMG-2011-05-07 (Risk Management)
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