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The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options

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Bibliographic reference Rombouts, Jeroen ; Stentoft, Lars ; Violante, Francesco. The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. CORE Discussion Paper ; 2012/3 (2012)
Permanent URL http://hdl.handle.net/2078.1/107877