The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options

✍ Scribed by Rombouts, Jeroen; Stentoft, Lars; Violante, Franceso

• Book ID: 121742564
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 772 KB
• Volume: 30
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2013.07.006