Empirical Tests of Option Pricing Models

Empirical Tests of Option Pricing Models
Author: Olesia Verchenko
Publisher:
Total Pages:
Release: 2008
Genre:
ISBN:
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Empirical Tests of Option Pricing Models
Language: en
Pages:

Empirical Tests of Option Pricing Models

Authors: Olesia Verchenko
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Option Pricing
Language: en
Pages: 174

Option Pricing

Authors: Richard V. Stetiu
Categories:
Type: BOOK - Published: 1977 - Publisher:

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Microstructural Biases in Empirical Tests of Option Pricing Models
Language: en
Pages: 42

Microstructural Biases in Empirical Tests of Option Pricing Models

Authors: Patrick J. Dennis
Categories:
Type: BOOK - Published: 2006 - Publisher:

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This paper examines how noise in observed option prices arising from discrete prices and other microstructural frictions affects empirical tests of option model
An Update on the Empirical Tests of the Black-Scholes-Merton, Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models
Language: en
Pages: 336

An Update on the Empirical Tests of the Black-Scholes-Merton, Modified Black-Scholes and Roll-Geske-Whaley Option Pricing Models

Authors: John Michael Bucci
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Martingale Restriction in Option Pricing Models: Empirical Tests
Language: en
Pages:

Martingale Restriction in Option Pricing Models: Empirical Tests

Authors: Chryso Costa Nathaniel
Categories:
Type: BOOK - Published: 1997 - Publisher:

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