Index Option Pricing with Stochastic Volatility and the Value of Accurate

Index Option Pricing with Stochastic Volatility and the Value of Accurate
Author: Robert F. Engle
Publisher:
Total Pages:
Release: 1993
Genre:
ISBN:


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Index Option Pricing with Stochastic Volatility and the Value of Accurate
Language: en
Pages:
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Language: es
Pages: 29
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 1993 - Publisher:

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Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Language: en
Pages: 31
Authors: Robert F. Engle
Categories:
Type: BOOK - Published: 2010 - Publisher:

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In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying
Index-option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Language: en
Pages: 48
Authors: Robert F. Engle
Categories: Stock options
Type: BOOK - Published: 1993 - Publisher:

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In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying
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