Assessing models of individual equity option prices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-020-00951-4.pdf
Reference46 articles.
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3. Bakshi G, Cao C, Chen Z (1997) Empirical performance of alternative option pricing models. J Finance 52:2003–2049
4. Bakshi G, Cao C, Chen Z (2000) Pricing and hedging long-term options. J Econom 94:277–318
5. Bakshi G, Kapadia N, Madan D (2003) Stock return characteristics, skew laws, and the differential pricing of individual equity options. Rev Financ Stud 16:101–143
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