|
" BUILDING A CONSISTENT PRICING MODEL FROM OBSERVED OPTION PRICES "
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
| Document Type
|
:
|
BL
|
| Record Number
|
:
|
787063
|
| Doc. No
|
:
|
b607079
|
| Main Entry
|
:
|
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
|
| Title & Author
|
:
|
BUILDING A CONSISTENT PRICING MODEL FROM OBSERVED OPTION PRICES\ JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
|
| ISBN
|
:
|
9789810242251
|
|
|
:
|
: 9789812810663
|
| Added Entry
|
:
|
DIETMAR P J LEISEN Affiliation: Stanford University, Hoover Institution, Stanford, CA 94305, USA
|
|
|
:
|
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
|
| |