A state space approach to the estimation of multi-factor affine stochastic volatility option pricing models

Authors	A.P.C. van der Ploeg H.P. Boswijk F. de Jong
Publication date	2003
Series	UvA-econometrics working paper, 13
Publisher	Amsterdam: UvA
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	Report
Downloads	0313.pdf
Permalink to this page

Back

UvA-DARE