Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach
Author:
Affiliation:
1. Massimo Guidolin is at Bocconi University; Department of Finance and CAREFIN; Via Roentgen, 1 (2nd floor), 20136, Milano Italy
2. Erwin Hansen is at Facultad de Economía y Negocios; Universidad de Chile; Diagonal Paraguay 257, Santiago Chile
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
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5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation;Chernov;Journal of Financial Economics,2000
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