A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Mikhail Chernov، نويسنده , , Eric Ghysels، نويسنده ,

روزنامه با شماره پیاپی سال 2000

52

407

458

E$cient method of moments , State price densities , Stochastic volatility models , filtering , derivative securities

Journal of Financial Economics

2000

Journal of Financial Economics

257429