مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model

Title of article :

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

Author/Authors :

An-Sing Chen، نويسنده , , Mark T. Leung، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

2947

To page :

2969

Keywords :

Statisticalprojections , Semi-parametric , Nonparametric , Index options , Pricing and trading , Black–Scholes and GARCH option pricing , Response surface mapping

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193797

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193797