Characteristic function-based linear state space estimation of option pricing models
Evgenii Vladimirov (UvA)
- Econometrics Seminars and Workshop Series
Evgenii Vladimirov (UvA)
Maarten de Ridder (London School of Economics, United Kingdom)
Jósef Sigurdsson (Stockholm University, Department of Economics)
Paul Smeets (Maastricht University)
Andrea Nagy (Erasmus University Rotterdam)
Saleem Bahaj (University College London and Bank of England, United Kingdom)
Leonard Treuren
Erik Grönqvist (Uppsala University, Sweden)
Martin Wiegand
Ekaterina Ugulava , Ekaterina Ugulava
Peter Koudijs
Lina Zhang
Andrej Woerner
Janneke Pieters (Wageningen University)
Peter Wierts (Vrije Universiteit Amsterdam)
Marco Caliendo (University of Potsdam, Germany)
Ramon de Punder
Ekaterina Ugulava
Oliver Feltham
Hans Ligtenberg