Journal article
Empirical option pricing: a retrospection
Journal of econometrics, Vol.116(1), pp.387-404
09/01/2003
DOI: 10.1016/S0304-4076(03)00113-1
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.
Details
- Title: Subtitle
- Empirical option pricing: a retrospection
- Creators
- David S. Bates - Department of Finance, Henry B. Tippie College of Business Administration, University of Iowa, 108 Pappajohns Bus. Ad. Bldg., Suite S252, Iowa City, IA 52242-1000, USA
- Resource Type
- Journal article
- Publication Details
- Journal of econometrics, Vol.116(1), pp.387-404
- Publisher
- Elsevier B.V
- DOI
- 10.1016/S0304-4076(03)00113-1
- ISSN
- 0304-4076
- eISSN
- 1872-6895
- Language
- English
- Date published
- 09/01/2003
- Academic Unit
- Finance
- Record Identifier
- 9984380500202771
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