Title of article
The importance of the loss function in option valuation
Author/Authors
Peter Christoffersen، نويسنده , , Kris Jacobs، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
28
From page
291
To page
318
Keywords
Implied volatility functions , Out-of-sample forecasting , Valuation errors , Parameter stability
Journal title
Journal of Financial Economics
Serial Year
2004
Journal title
Journal of Financial Economics
Record number
257669
Link To Document