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Empirical option pricing: a retrospection
Journal article   Peer reviewed

Empirical option pricing: a retrospection

David S. Bates
Journal of econometrics, Vol.116(1), pp.387-404
09/01/2003
DOI: 10.1016/S0304-4076(03)00113-1

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Abstract

This article provides an overview and discussion of empirical option pricing research: how we test models, what we have learned, and what are some key issues. Some suggestions for future research are provided.
Affine models Derivatives Option pricing Risk-neutral distributions Time series analysis

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