Work

Pricing S&p 500 Index Options Under Stochastic Volatility With the Indirect Inference Method

Year: 2004

Type: article

Source: Journal of Derivatives Accounting

DOI: 10.1142/s021986810400021x

Authors: JINGHONG SHU, JIN E. ZHANG

Institutions: University of International Business and Economics, Hong Kong University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1980657129

FWCI: 1.737

Cites: 15

Cited by: 30

Related to: 10