Statistical Inference for Random Variance Option Pricing

S, Pastorello, Eric Renault and N Touzi
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S, Pastorello: Crest
N Touzi: Crest

No 97-60, Working Papers from Center for Research in Economics and Statistics

Date: 1997
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Related works:
Journal Article: Statistical Inference for Random-Variance Option Pricing (2000)
Working Paper: Statistical Inference for Random Variance Option Pricing (1995)
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