Loss Functions in Option Valuation: A Framework for Model Selection

W.F.M. Bams, T. Lehnert, C.C.P. Wolff

Research output: Working paper / Preprint › Working paper

Series	LIFE Working Paper

Cite this

@techreport{fe3f18f38e3b4f819b9c13ae2408b724,

title = "Loss Functions in Option Valuation: A Framework for Model Selection",

author = "W.F.M. Bams and T. Lehnert and C.C.P. Wolff",

year = "2004",

month = jan,

day = "1",

language = "English",

series = "LIFE Working Paper",

publisher = "UM Universiteit Maastricht",

type = "WorkingPaper",

institution = "UM Universiteit Maastricht",

}