随机波动率模型中收益与波动率的相关性有多重要?来自标普500指数期权市场定价与对冲的经验证据

How important is the correlation between returns and volatility in a stochastic volatility model? Empirical evidence from pricing and hedging in the S&P 500 index options market

Journal of Banking & Finance · 1998
被引 104
人大 A-ABS 3
金融经济学期权定价随机波动率模型实证金融