Journal article

Local parametric analysis of derivatives pricing and hedging

P Bossaerts, P Hillion

Journal of Financial Markets | ELSEVIER SCIENCE BV | Published : 2003

DOI: 10.1016/S1386-4181(03)00004-1

University of Melbourne Researchers

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Keywords

Options
Distributions Hypothesis
Prices
Tests
Discrete-Time
Business & Economics
Mixture
Social Sciences
Business, Finance
Option
Local Parametric Estimation/hedging