Discrete time option pricing with flexible volatility estimation

Wolfgang Hardle and Christian Hafner

No 1439, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2000-01-01
Note: In : Finance and Stochastics, 4, 189-207, 2000
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Related works:
Journal Article: Discrete time option pricing with flexible volatility estimation (2000)
Working Paper: Discrete time option pricing with flexible volatility estimation (1997)
Working Paper: Discrete time option pricing with flexible volatility estimation (1997)
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