Parametric properties of semi-nonparametric distributions, with applications to option valuation

  1. León, A.
  2. Mencía, J.
  3. Sentana, E.
Revue:
Journal of Business and Economic Statistics

ISSN: 0735-0015

Année de publication: 2009

Volumen: 27

Número: 2

Pages: 176-192

Type: Article

DOI: 10.1198/JBES.2009.0013 GOOGLE SCHOLAR

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