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)
Davide Pace (Erasmus University Rotterdam)
Vladimir Karamychev (Erasmus University Rotterdam)
Jósef Sigurdsson (Stockholm University, Department of Economics)
Paul Smeets (Maastricht University)
Marina Aguiar Palma (FGV-Rio)
Alan M. Taylor (UC Davis, United States)
Andrea Nagy (Erasmus University Rotterdam)
Saleem Bahaj (University College London and Bank of England, United Kingdom)
Max Welz (Erasmus University Rotterdam)
Michael Price (Australian National University & University of Alabama)
Max Coveney (Erasmus University Rotterdam)
Sergio Mittlaender (Max Planck Institute, Germany)
Micaela Sviatschi (Princeton University, Unites States)
Jonathan Hall (University of Toronto, Canada)
Alexis Derumingy (TU Delft)
Jens Klooster (Erasmus University Rotterdam)
Julian Emami Namini (Erasmus University Rotterdam)
Erik Grönqvist (Uppsala University, Sweden)