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

Christophe Chorro (), Dominique Guegan () and Florian Ielpo ()
Additional contact information
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
Florian Ielpo: Lombard Odier Asset Management - Lombard Odier Asset Management

Post-Print from HAL

Keywords: Time series; options pricing; financial econometry (search for similar items in EconPapers)
Date: 2015-01-01
References: Add references at CitEc
Citations:

Published in Springer, 2015

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

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

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().