Statistical inference for random-variance option pricing

Journal of Business and Economic Statistics

Volumn 18, Issue 3, 2000, Pages 358-367

  Pastorello, Sergio ^a   Renault, Eric ^b   Touzi, Nizar ^c  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

^c UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

Author keywords

Indirect inference; Option pricing; Stochastic volatility

Indexed keywords

EID: 0034403046     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524876     Document Type: Article

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