Econometric Society 57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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Keyword: OPTION PRICING

The following papers have the keyword option pricing:

  BAYESIAN ESTIMATION OF A STOCHASTIC VOLATILITY MODEL USING OPTION AND SPOT PRICES
  Time & Location: VOLATILITY MODELS I
Wednesday 28th August 2002, 09:30 - 11:00, Room: 1.3
  Category: Econometrics
  Presenter(s): Martin, Gael

  DEGREE OF MISPRICING WITH THE BLACK-SCHOLES MODEL AND NONPARAMETRIC CURES
  Time & Location: FINANCIAL ECONOMETRICS I
Sunday 25th August 2002, 09:30 - 11:00, Room: 2.2
  Category: Econometrics
  Presenter(s): Gencay, Ramo

  PARAMETRIC PRICING OF HIGHER ORDER MOMENTS IN S&P500 OPTIONS
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Martin, Vance

  THE IMPORTANCE OF THE LOSS FUNCTION IN OPTION PRICING
  Time & Location: FINANCIAL ECONOMETRICS II
Sunday 25th August 2002, 14:30 - 16:00, Room: 4.1
  Category: Econometrics
  Presenter(s): Jacobs, Kris

Total Papers Listed: 4


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57th European Meeting
25th August 2002 - 28th August 2002, Venice, Italy

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