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An Empirical Comparison of Alternative Stochastic Volatility Option Pricing Models
Language: en
Pages:
Authors: Tiezhu Gao
Categories:
Type: BOOK - Published: 2006 - Publisher:

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An Empirical Comparison of Alternative Stochastic Volatility Models
Language: en
Pages: 70
Authors: Michael Belledin
Categories:
Type: BOOK - Published: 1999 - Publisher:

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An Empirical Comparison of Alternative Option Pricing Models
Language: en
Pages: 298
Authors: Ta-Peng Wu
Categories: Options (Finance)
Type: BOOK - Published: 2000 - Publisher:

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Empirical Performance of Alternative Option Pricing Models
Language: en
Pages:
Authors: Zhiwu Chen
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Substantial progress has been made in extending the Black-Scholes model to incorporate such features as stochastic volatility, stochastic interest rates and jum
Empirical Performance of Option Pricing Models with Stochastic Local Volatility
Language: en
Pages: 16
Authors: Greg Orosi
Categories:
Type: BOOK - Published: 2014 - Publisher:

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We examine the empirical performance of several stochastic local volatility models that are the extensions of the Heston stochastic volatility model. Our result