Title of article
Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model
Author/Authors
An-Sing Chen، نويسنده , , Mark T. Leung، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
23
From page
2947
To page
2969
Keywords
Statisticalprojections , Semi-parametric , Nonparametric , Index options , Pricing and trading , Black–Scholes and GARCH option pricing , Response surface mapping
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193797
Link To Document