Open AccessThe Value of Multivariate Model Sophistication: An Application to Pricing Dow Jones Industrial Average Options
Author(s) -
Jeroen V.K. Rombouts,
Lars Stentoft,
Francesco Violante
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2043101
Subject(s) - multivariate statistics , sophistication , economics , econometrics , value (mathematics) , financial economics , mathematics , statistics , art , aesthetics
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