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...
Sábháilte in:
| Foilsithe in: | Investigaciones Económicas |
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| Príomhchruthaitheoirí: | , , , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Fundación SEPI
2005
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| Ábhair: | |
| Rochtain ar líne: | https://www.redalyc.org/articulo.oa?id=17329303 |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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