Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric
| Title | Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric |
| Publication Type | Journal Article |
| Year of Publication | 2017 |
| Authors | Orbay, B., R. Güllü, and W. Hörmann |
| Journal | Wilmott |
| Volume | 2017 |
| Pagination | 44–57 |
