Empirical Studies of Alternative Option Pricing Models

Empirical Studies of Alternative Option Pricing Models
Author: Constant Eduard Beckers
Publisher:
Total Pages:
Release: 1986
Genre:
ISBN:


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Empirical Studies of Alternative Option Pricing Models
Language: en
Pages:
Authors: Constant Eduard Beckers
Categories:
Type: BOOK - Published: 1986 - Publisher:

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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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An Empirical Comparison of Alternative Option Pricing Models
Language: en
Pages: 298
Authors: Ta-Peng Wu
Categories: Options (Finance)
Type: BOOK - Published: 2000 - Publisher:

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A Time Series Approach to Option Pricing
Language: en
Pages: 202
Authors: Christophe Chorro
Categories: Business & Economics
Type: BOOK - Published: 2014-12-04 - Publisher: Springer

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The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book e
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