Modeling time series information into option prices: an empirical evaluation of statistical projection and GARCH option pricing model

Authors :: Chen, An-Sing
Leung, Mark T.
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.

Subjects :: Econometric models -- Usage
Stock index options -- Analysis
Banking, finance and accounting industries
Business

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