Work

Empirical option pricing: a retrospection

Year: 2003

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(03)00113-1

Author: David S. Bates

Institutions: University of Iowa, National Bureau of Economic Research

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2045144032

FWCI: 24.34

Cites: 78

Cited by: 325

Related to: 10