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Empirical Performance of Alternative Option Pricing Models

Gurdip Bakshi, Charles Cao, Zhiwu Chen
Year1997
VenueThe Journal of Finance
Typearticle
Citations2709
DOI10.1111/j.1540-6261.1997.tb02749.x
OpenAlexW2129220488

Topics

Stochastic processes and financial applicationsStochastic volatilityEconometricsValuation of optionsVolatility smileVolatility (finance)