Testing Option Pricing Models
收藏NBER1995-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5129
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资源简介：
This paper discusses the commonly used methods for testing option pricing models, including the Black-Scholes, constant elasticity of variance, stochastic volatility, and jump-diffusion models. Since options are derivative assets, the central empirical issue is whether the distributions implicit in
提供机构：
美国国家经济研究局
创建时间：
1995-05-01
