Estimating option pricing models using a characteristic function-based linear state space representation

H. Peter Boswijk*, Roger J.A. Laeven, Evgenii Vladimirov

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

20 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Estimating option pricing models using a characteristic function-based linear state space representation'. Together they form a unique fingerprint.

Mathematics