Empirical performance of alternative option pricing models
Gurdip Bakshi, Charles Cao, and Zhiwu Chen
| Year of publication: |
1997
|
|---|---|
| Authors: | Bakshi, Gurdip S. |
| Other Persons: | Cao, Charles Q. (contributor) ; Chen, Zhiwu (contributor) |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 5, p. 2003-2049
|
| Subject: | Optionspreistheorie | Option pricing theory | Zins | Interest rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory | Schätzung | Estimation | Index-Futures | Index futures | USA | United States | 1988-1991 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001232333