How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Year of publication: |
1998
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Authors: | Nandi, Saikat |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 5, p. 589-610
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Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Hedging | Theorie | Theory | Schätzung | Estimation | USA | United States |
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