Essays on the Econometrics of Option Prices

Essays on the Econometrics of Option Prices

<p>This dissertation develops new econometric techniques for use in estimating and conducting inference on parameters that can be identified from option prices. The techniques in question extend the existing literature in financial econometrics along several directions.</p><p>The f...

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Bibliographic Details
Main Author: Vogt, Erik
Other Authors: Tauchen, George
Published: 2014
Subjects:
Economics
Finance
Inference
Nonparametric
Option Pricing
Sieve Estimation
State-Price Density
Online Access:http://hdl.handle.net/10161/8692

Internet

http://hdl.handle.net/10161/8692

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