An empirical comparison of the performance of alternative option pricing models
This paper presents a comparison of alternative option pricing models basedneither on jump-di��usion nor stochastic volatility data generating processes.We assume either a smooth volatility function of some previously defined explanatoryvariables or a model in which discrete-based obse...
Gardado en:
| Publicado en: | Investigaciones Económicas |
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| Principais autores: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Fundación SEPI
2005
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| Assuntos: | |
| Acceso en liña: | https://www.redalyc.org/articulo.oa?id=17329303 |
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