Publisher： John Wiley & Sons Inc
E-ISSN： 1096-9934|35|10|953-960
ISSN： 0270-7314
Source： THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.10, 2015-10, pp. : 953-960
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
GARCH option pricing with implied volatility
By Fofana N'zue F. Brorsen B. Wade
Applied Economics Letters, Vol. 8, Iss. 5, 2001-05 ,pp. :
Access to resources
Recommend
Smiling under stochastic volatility
Spanish Economic Review, Vol. 6, Iss. 1, 2004-04 ,pp. :
Nonparametric option pricing under shape restrictions
Journal of Econometrics, Vol. 116, Iss. 1, 2003-09 ,pp. :
Volatility and stock prices: implications from a production model of asset pricing
Economics Letters, Vol. 70, Iss. 2, 2001-02 ,pp. :
Access to resources