Parametric Inference and Dynamic State Recovery from Option Panels
收藏NBER2012-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w18046
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资源简介：
We develop a new parametric estimation procedure for option panels observed with error which relies on asymptotic approximations assuming an ever increasing set of observed option prices in the moneyness- maturity (cross-sectional) dimension, but with a fixed time span. We develop consistent
提供机构：
美国国家经济研究局
创建时间：
2012-05-01
