A practical guide to GMM (with applications to option pricing)

Arnold, Tom; Crack, Timothy

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A practical guide to GMM (with applications to option pricing)

Arnold, Tom; Crack, Timothy

Cite this item: Arnold, T., & Crack, T. (1999). A practical guide to GMM (with applications to option pricing) (Working Paper). University of Otago. Retrieved from http://hdl.handle.net/10523/1564

Permanent link to OUR Archive version: http://hdl.handle.net/10523/1564

Date: 1999-10

Publisher: University of Otago

Keywords: Generalized Method of Moments; GMM; Newey-West; option pricing; Black-Scholes

Research Type: Working Paper

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