Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
收藏NBER1993-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4519
下载链接
链接失效反馈官方服务：
资源简介：
In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying assets. Hence, the gain from improved pricing of options would be a measure of the value of a forecast of underlying asset returns. NYSE
提供机构：
美国国家经济研究局
创建时间：
1993-11-01
