Market and model risks: a feasible joint estimate methodology
Author:
Publisher
Springer Science and Business Media LLC
Subject
Strategy and Management,Economics and Econometrics,Finance,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s41283-022-00090-1.pdf
Reference60 articles.
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3. Bachelier, L. 1990. Théorie de la spéculation. In The random character of stock market prices, ed. P. Cootner, 22–38. Cambridge: MIT Press.
4. Bakshi, G., C. Cao, and Z. Chen. 1997. Empirical performance of alternative option pricing models. The Journal of Finance 52 (5): 2003–2049.
5. Ball, C., and W. Torous. 1983. A simplified jump process for common stock returns. Journal of Financial and Quantitative Analysis 18 (1): 53–165.
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