A time series approach to option pricing: Models, Methods and Empirical Performances

Christophe Chorro (), Dominique Guegan () and Florian Ielpo
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Christophe Chorro: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique
Dominique Guegan: CES - Centre d'économie de la Sorbonne - UP1 - Université Paris 1 Panthéon-Sorbonne - CNRS - Centre National de la Recherche Scientifique

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Keywords: Time series; options pricing; financial econometry (search for similar items in EconPapers)
Date: 2015-01-01
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Citations: View citations in EconPapers (3)

Published in Springer, 2015

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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:hal-01015308

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