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  • Search: subject:"General error distribution stochastic volatility model"
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General error distribution stochastic volatility model 1 Markov Chain Monte Carlo method 1 stock option pricing 1
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PAN, MIN 1 TANG, SHENGQIAO 1
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Asia-Pacific Journal of Operational Research (APJOR) 1
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OPTION PRICING AND EXECUTIVE STOCK OPTION INCENTIVES: AN EMPIRICAL INVESTIGATION UNDER GENERAL ERROR DISTRIBUTION STOCHASTIC VOLATILITY MODEL
PAN, MIN; TANG, SHENGQIAO - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 01, pp. 81-93
general error distribution stochastic volatility model, involving both the features of the stock return volatility and the … model under general error distribution stochastic volatility model. The results show that the general error distribution … distribution stochastic volatility model. The divergence varies with the discrepancy between the price of underlying stock at the …
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