A comparison of pricing and hedging performances of equity derivatives models

Nathan Lassance and Frédéric Vrins

No 2934, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2018-01-01
Note: In : Applied Economics, 50(10), 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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