Derivatives pricing with affine models and numerical implementation

Ke Chen and Ser-Huang Poon

Chapter 6 in Handbook of Research Methods and Applications in Empirical Finance, 2013, pp 148-168 from Edward Elgar Publishing

Abstract: This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
Date: 2013
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