Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric
Başlık | 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 |