Work

Specification tests of calibrated option pricing models

Year: 2015

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2015.03.032

Authors: Robert Jarrow, Simon Sai Man Kwok

Institution: The University of Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3123399781

FWCI: 2.557

Cites: 28

Cited by: 8

Related to: 10