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A Time Series Approach to Option Pricing: Models, Methods and Empirical Performances

by Christophe Chorro,Dominique Guégan,Florian Ielpo

ISBN 13: 9783662522400

Format: Paperback (208 pages)
Publisher: Springer
Published: 10 Sep 2016

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Future Perspectives in Risk Models and Finance: 211 (International Series in Operations Research & Management Science)

by Alain Bensoussan, Dominique Guégan, Charles S. Tapiero

ISBN 13: 9783319376219

Format: Paperback (332 pages)
Publisher: Springer
Published: 10 Sep 2016

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