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Modeling time series information into option prices: an empirical evaluation of statistical projection and GARCH option pricing model
- Source :
- Journal of Banking & Finance. Dec, 2005, Vol. 29 Issue 12, p2947, 23 p.
- Publication Year :
- 2005
-
Abstract
- The viability of econometric models to evaluate option pricing is examined.
Details
- Language :
- English
- ISSN :
- 03784266
- Volume :
- 29
- Issue :
- 12
- Database :
- Gale General OneFile
- Journal :
- Journal of Banking & Finance
- Publication Type :
- Periodical
- Accession number :
- edsgcl.140340724