BUILDING A CONSISTENT PRICING MODEL FROM OBSERVED OPTION PRICES
General Material Designation
[Book]
First Statement of Responsibility
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
PERSONAL NAME - PRIMARY RESPONSIBILITY
JEAN-PAUL LAURENT Affiliation: Center for Research in Economics and Statistics, Finance Department, 15 Boulevard Gabriel Péri, 92245 Malakoff Cedex, France
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
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