 | This digital document is a journal article from Journal of Banking and Finance, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.Description: This paper compares the empirical performances of statistical projection models with those of the Black-Scholes (adapted to account for skew) and the GARCH option pricing models. Empirical analysis on S&P500 index options shows...
Price: $8.95 Buy Now! |
