We assess the predictive accuracy of a large number of multivariate volatility models in terms of pricing options on …

options with characteristics of relevance in real life applications, is the best method for most of the options, never … with asset volatility. Using the symmetric method to price, for example, real options, many of which are call options with …

This paper proposes a new method for pricing American options that uses importance sampling to reduce estimator bias …

corresponding symmetric put options. First, by comparing performance for pairs of call and (symmetric) put options for which the … long maturity call options on highly volatile assets. Finally, we show that our findings are not particular to using in …

sample of options with characteristics of relevance in real-life applications, the symmetric method performs much better on … average than the regular pricing method, is the best method for most of the options, never performs poorly and, as a result …. Using the symmetric method to price, for example, real options, many of which are call options with long maturities on …