Index-option pricing with stochastic volatility and the value of accurate variance forecasts

Robert F. Engle ; Alex Kane ; Jaesun Noh

Year of publication:	1993
Authors:	Engle, Robert F. ; Kane, Alex ; Noh, Jaesun
Publisher:	San Diego
Subject:	Volatilität \| Volatility \| Prognoseverfahren \| Forecasting model \| Schätzung \| Estimation \| Optionspreistheorie \| Option pricing theory \| Index-Futures \| Index futures

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