Title of article :
Empirical option pricing: a retrospection
Author/Authors :
Bates، نويسنده , , David S.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Abstract :
This article provides an overview and discussion of empirical option pricing research: how we test models, what we have learned, and what are some key issues. Some suggestions for future research are provided.
Keywords :
Option Pricing , derivatives , Risk-neutral distributions , Time series analysis , Affine models
Journal title :
Journal of Econometrics
Journal title :
Journal of Econometrics
