Modeling Score-Driven Time-Variation in Risk-Neutral Densities with an Application to Option Pricing.

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Thesis Advisor	Lucas, A. (Andre) (VU)
Persistent URL	hdl.handle.net/2105/70550
Note	26
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Holman, J. (Justus). (2023, August 29). Modeling Score-Driven Time-Variation in Risk-Neutral Densities with an Application to Option Pricing.. Retrieved from http://hdl.handle.net/2105/70550

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