A Time Series Approach to Option Pricing
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Published By Springer Berlin Heidelberg

9783662450369, 9783662450376

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Empirical Performances of Discrete Time Series Models

A Time Series Approach to Option Pricing ◽

10.1007/978-3-662-45037-6_4 ◽

2014 ◽

pp. 115-174 ◽

Cited By ~ 1

Author(s):

Christophe Chorro ◽

Dominique Guégan ◽

Florian Ielpo

Keyword(s):

Time Series ◽

Discrete Time ◽

Time Series Models ◽

Discrete Time Series

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The Time Series Toolbox for Financial Returns

A Time Series Approach to Option Pricing ◽

10.1007/978-3-662-45037-6_2 ◽

2014 ◽

pp. 11-66

Author(s):

Christophe Chorro ◽

Dominique Guégan ◽

Florian Ielpo

Keyword(s):

Time Series ◽

Financial Returns

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From Time Series of Returns to Option Prices: The Stochastic Discount Factor Approach

A Time Series Approach to Option Pricing ◽

10.1007/978-3-662-45037-6_3 ◽

2014 ◽

pp. 67-113

Author(s):

Christophe Chorro ◽

Dominique Guégan ◽

Florian Ielpo

Keyword(s):

Time Series ◽

Discount Factor ◽

Stochastic Discount Factor ◽

Option Prices

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Introduction

A Time Series Approach to Option Pricing ◽

10.1007/978-3-662-45037-6_1 ◽

2014 ◽

pp. 1-9

Author(s):

Christophe Chorro ◽

Dominique Guégan ◽

Florian Ielpo

Download Full-text