Title of article
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
Author/Authors
Saikat Nandi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
22
From page
589
To page
610
Keywords
Stochastic , Volatility , Correlation , pricing , Hedging
Journal title
Journal of Banking and Finance
Serial Year
1998
Journal title
Journal of Banking and Finance
Record number
193018
Link To Document