๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Heterogeneity and Option Pricing

โœ Scribed by Simon Benninga; Joram Mayshar


Book ID
110277675
Publisher
Springer US
Year
2000
Tongue
English
Weight
146 KB
Volume
4
Category
Article
ISSN
1380-6645

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๐Ÿ“œ SIMILAR VOLUMES


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## Abstract Substantial progress has been made in developing more realistic option pricing models for S&P 500 index (SPX) options. Empirically, however, it is not known whether and by how much each generalization of SPX price dynamics improves VIX option pricing. This article fills this gap by firs

CAPM option pricing
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