Model Uncertainty and Pricing Performance in Option Valuation

Dennis Bams, Gildas Blanchard, Thorsten Lehnert

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)31-49
Number of pages19
JournalJournal of derivatives
Volume27
Issue number2
DOIs
Publication statusPublished - 2019

Keywords

  • options
  • volatility measures

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