Deterministic volatility models and dynamics of option returns (Q2843181)
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scientific article; zbMATH DE number 6197353
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| English | Deterministic volatility models and dynamics of option returns |
scientific article; zbMATH DE number 6197353 |
Statements
Deterministic volatility models and dynamics of option returns (English)
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9 August 2013
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pricing kernel
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deterministic volatility mode
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cross-sectional option returns
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0.7142295241355896
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0.7129818201065063
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0.7128656506538391
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0.7121989130973816
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