Evaluating Option Pricing Model Performance Using Model Uncertainty

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Lehnert, Thorsten; Blanchard, Gildas; Bams, Dennis

2014

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Evaluating Option Pricing Model Performance Using Model Uncertainty_Bams_Blanchard_Lehnert_March 2014.pdf

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Disciplines :

Finance

Author, co-author :

Lehnert, Thorsten ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Blanchard, Gildas

Bams, Dennis

Language :

English

Title :

Evaluating Option Pricing Model Performance Using Model Uncertainty

Publication date :

2014

Available on ORBilu :

since 24 October 2014

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