Empirical Performance of Alternative Option Pricing Models

Empirical Performance of Alternative Option Pricing Models
Author: Konstantinos Pitsounis
Publisher:
Total Pages: 60
Release: 1999
Genre:
ISBN:


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Empirical Performance of Alternative Option Pricing Models
Language: en
Pages: 60
Authors: Konstantinos Pitsounis
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Empirical Performance of Alternative Option Pricing Models
Language: en
Pages:
Authors: Zhiwu Chen
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Substantial progress has been made in extending the Black-Scholes model to incorporate such features as stochastic volatility, stochastic interest rates and jum
Empirical Performance Study of Alternative Option Pricing Models
Language: en
Pages:
Authors: Sofiane Aboura
Categories:
Type: BOOK - Published: 2015 - Publisher:

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The mispricing of the deep-in-the money and deep-out-the-money generated by the Black-Scholes (1973) model is now well documented in the literature. In this pap
Empirical Performance of Option Pricing Models with Stochastic Local Volatility
Language: en
Pages: 16
Authors: Greg Orosi
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We examine the empirical performance of several stochastic local volatility models that are the extensions of the Heston stochastic volatility model. Our result
Empirical Studies of Alternative Option Pricing Models
Language: en
Pages:
Authors: Constant Eduard Beckers
Categories:
Type: BOOK - Published: 1986 - Publisher:

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