Empirical option pricing: A retrospection (Q1398987): Difference between revisions

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+Purebred or hybrid?: Reproducing the volatility in term structure dynamics.
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+Nonparametric risk management and implied risk aversion
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+The Pricing of Options and Corporate Liabilities
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+Empirical reverse engineering of the pricing kernel.
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+Alternative models for stock price dynamics.
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+A Theory of the Term Structure of Interest Rates
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Option pricing when underlying stock returns are discontinuous
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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