Parametric properties of semi-nonparametric distribution, with application to option valuation
León, A., J. Mencía and E. Sentana
Journal of Business and Economic Statistics – 2009
León, A., J. Mencía and E. Sentana
Journal of Business and Economic Statistics – 2009
León, A., and A. Vaello
Journal of Banking and Finance – 2009
León A., and A. Vaello
Finance Research Letters – 2010
Carmona, J., A. León and A. Vaello
Journal of Economic Dynamics and Control – 2011
León, A., and M. Moreno
Journal
of Banking and Finance – 2017