Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical assessment of an intertemporal option pricing model with latent variables. |
scientific article |
Statements
Empirical assessment of an intertemporal option pricing model with latent variables. (English)
0 references
7 August 2003
0 references
Stochastic volatility
0 references
Black-Scholes
0 references
implied volatility
0 references
Smile effect
0 references
Equilibrium option pricing
0 references
Recursive utility
0 references
0 references
0 references
0 references
0 references
0 references
