The approximate option pricing model: performances and dynamic properties

Gunther Capelle-Blancard, Emmanuel Jurczenko and Bertrand Maillet

Journal of Multinational Financial Management, 2001, vol. 11, issue 4-5, 427-443

Date: 2001
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Working Paper: The Approximate Option Pricing Model: Performances and Dynamic Properties (2001)
Working Paper: The Approximate Option Pricing Model: Performances and Dynamic Properties (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mulfin:v:11:y:2001:i:4-5:p:427-443

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