Mispricing in Option Pricing Models Versus Market Payoffs:...

Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric

Orbay, Berk, Güllü, Refık, Hörmann, Wolfgang
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Volume:
2017
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10633
Date:
November, 2017
File:
PDF, 2.16 MB
english, 2017
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