Title of article
Empirical option pricing: a retrospection
Author/Authors
Bates، نويسنده , , David S.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2003
Pages
18
From page
387
To page
404
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
Serial Year
2003
Journal title
Journal of Econometrics
Record number
1558433
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