Testing option pricing models /
Main Author: | Bates, David Scott |
---|---|
Corporate Author: | National Bureau of Economic Research |
Format: | Book |
Language: | English |
Published: |
Cambridge, MA :
National Bureau of Economic Research,
1995.
|
Series: | NBER working paper series ;
working paper no. 5129 |
Subjects: |
Similar Items
-
Mispricing of S&P 500 index options /
by: Constantinides, George M.
Published: (2008) -
Options pricing: an international perspective/
by: Gemmill, Gordon
Published: (1993) -
Foreign exchange option pricing a practitioner's guide /
by: Clark, Iain J.
Published: (2011) -
Commodity option pricing : a practitioner's guide /
by: Clark, Iain J. -
An empirical comparison of alternative option pricing models: parametric vs. nonparametric approach/
by: Wu, Ta-Peng
Published: (2000)