Items where Author is "Leon, Angel"

Monograph

Mencia, Javier, Leon, Angel and Sentana, Enrique (2007) Parametric properties of semi-nonparametric distributions, with applications to option valuation. Financial Markets Group Discussion Papers (597). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Leon, Angel and Sentana, Enrique (1997) Pricing options on assets with predictable white noise returns. Financial Markets Group Discussion Papers (267). Financial Markets Group, The London School of Economics and Political Science, London, UK.