Statistical Inference for Random Variance Option Pricing

S. Pastorello, Eric Renault and N. Touzi

Working Papers from Toulouse - GREMAQ

Keywords: ECONOMETRICS; STATISTICS; PRICES (search for similar items in EconPapers)
JEL-codes: C10 C15 C19 (search for similar items in EconPapers)
Pages: 29 pages
Date: 1995
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Citations: View citations in EconPapers (1)

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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 (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:gremaq:95.403

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