Title of article
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Author/Authors
Mikhail Chernov، نويسنده , , Eric Ghysels، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
52
From page
407
To page
458
Keywords
E$cient method of moments , State price densities , Stochastic volatility models , filtering , derivative securities
Journal title
Journal of Financial Economics
Serial Year
2000
Journal title
Journal of Financial Economics
Record number
257429
Link To Document