Stochastic Volatility and Option Pricing in the Brazilian Stock Marke
Year of publication: |
2005
|
---|---|
Authors: | Almeida, Caio Ibsen Rodrigues de ; Dana, Samy |
Published in: |
Journal of Emerging Market Finance. - Institute for Financial Management and Research. - Vol. 4.2005, 2, p. 169-206
|
Publisher: |
Institute for Financial Management and Research |
Subject: | Option prices | stochastic volatility | mean reversion | mean reversion speed | volatility smile |
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