Author:
Lehar Alfred,Scheicher Martin,Schittenkopf Christian
Subject
Economics and Econometrics,Finance
Reference31 articles.
1. Abken, P.A., Nandi, S., 1996. Options and volatility, Economic Review – Federal Reserve Bank of Atlanta, December, pp. 21–35
2. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
3. Pricing and hedging long-term options;Bakshi;Journal of Econometrics,2000
4. Bates, D., 1996. Testing option pricing models. In: Maddala, C.S., Rao, C.R. (Eds.), Handbook of Statistics, North-Holland, New York
5. Berkowitz, J., 1998. Evaluating the forecasts of risk models. Mimeo
Cited by
74 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献