Author:
Escobar Marcos,Stentoft Lars,Ye Xize
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference33 articles.
1. Empirical performance of alternative option pricing models;G Bakshi;The Journal of Finance,1997
2. Testing option pricing models;D S Bates;Handbook of statistics,1996
3. Empirical option pricing models;D S Bates;Annual Review of Financial Economics,2022
4. Studies of stock market volatility changes;F Black;1976 Proceedings of the American Statistical Association, Business and Economic Statistics Section,1976
5. Valuation of VIX and target volatility options with affine GARCH models;H Cao;Journal of Futures Markets,2020