Ferreira, Eva; Gago, Mónica; León, Angel; Rubio, Gonzalo - In: Investigaciones Economicas 29 (2005) 3, pp. 483-523
This paper presents a comparison of alternative option pricing models based either on jump-diffusion nor stochastic volatility data generating processes. We assume either a smooth volatility function of some previously defined explanatory variables or a model in which discrete-based observations...