Faculty publications
Results for Faculty name: Chernov M
2000
Estimation of stochastic volatility models for the purpose of options valuation
Chernov M; Ghysels E
in Computational finance: proceedings of the Sixth International Conference, New York, 2000
Views: 1318 Downloads: 0
Study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov M; Ghysels E
Journal of Financial Economics 2000 Jun Vol 56:3 p 407-458
Views: 1071 Downloads: 11
