Option pricing with the efficient method of moments

van der Sluis, P. J., 1999, Computational Finance. Abu-Mostafa, Y. S., LeBaron, B., Lo, A. W. & Weigend, A. S. (eds.). Massachusetts Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

  • P.J. van der Sluis
Original languageDutch
Title of host publicationComputational Finance
EditorsY.S. Abu-Mostafa, B. LeBaron, A.W. Lo, A.S. Weigend
PublisherMassachusetts Institute of Technology
Publication statusPublished - 1999

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ID: 1358586