Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
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DOI: 10.1016/j.econlet.2013.05.017
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More about this item
Keywords
Estimation; Stochastic volatility; Pricing formulae; Option data;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- G1 - Financial Economics - - General Financial Markets
Statistics
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