Mispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric

TitleMispricing in Option Pricing Models Versus Market Payoffs: An Efficiency-Based Performance Metric
Publication TypeJournal Article
Year of Publication2017
AuthorsOrbay, B., R. Güllü, and W. Hörmann
JournalWilmott
Volume2017
Pagination44–57