A Comparison of Pricing and Hedging Performances of Equity Derivatives Models

Nathan Lassance and Frédéric Vrins

No 2018017, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2018-01-01
Note: In : Applied Economics, Vol. 50, no. 10, p. 1122-1137 (2018)
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Working Paper: A comparison of pricing and hedging performances of equity derivatives models (2018)
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