Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.option pricing, conditional volatility, SNN Nonparametric estimator

Ferreira García, María Eva

Gago, Mónica

León, Angel

Rubio Irigoyen, Gonzalo

English

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An empirical comparison of the performance of alternative option pricing models

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