BUILDING A CONSISTENT PRICING MODEL FROM OBSERVED OPTION PRICES
[Book]
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
DIETMAR P J LEISEN Affiliation: Stanford University, Hoover Institution, Stanford, CA 94305, USA
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France