20 Testing option pricing models
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Publisher
Elsevier
Reference148 articles.
1. Biases in option prices: Evidence from the foreign currency option market;Adams;J. Banking Finance,1987
2. Jump-diffusion processes and the term structure of interest rates;Ahn;J. Finance,1988
3. Numerical evaluation of the critical price and American options;Allegretto;Europ. J. Finance,1995
4. Pricing foreign currency options under stochastic interest rates;Amin;J. Internat. Money Finance,1991
5. A comparison of predictable volatility models using option data;Amin,1994
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