Author:
Wang Zhiguang,Daigler Robert T.
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference26 articles.
1. Empirical performance of alternative option pricing models;Bakshi;The Journal of Finance,1997
2. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
3. Does net buying pressure affect the shape of implied volatility functions;Bollen;The Journal of Finance,2004
4. Carr , P. Lee , R. 2007 Realized volatility and variance: Options via swaps 76 83
Cited by
58 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