Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation

León, à Ngel, Mencía, Javier and Enrique Sentana

Journal of Business & Economic Statistics, 2009, vol. 27, issue 2, 176-192

Date: 2009
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Related works:
Working Paper: Parametric properties of semi-nonparametric distributions, with applications to option valuation (2007)
Working Paper: Parametric properties of semi-nonparametric distributions, with applications to option valuation (2007)
Working Paper: Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation (2005)
Working Paper: Parametric Properties of Semi-Nonparametric Distributions, With Applications to Option Valuation (2005)
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