Empirical Option Pricing Models
收藏NBER2021-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29554
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资源简介：
This paper is an overview of empirical options research, with primary emphasis on research into systematic stochastic volatility and jump risks relevant for pricing stock index options. The paper reviews evidence from time series analysis, option prices and option price evolution regarding those
提供机构：
美国国家经济研究局
创建时间：
2021-12-01
