Empirical Option Pricing Models
综述了实证期权研究，重点分析股票指数期权定价中系统性随机波动率和跳跃风险的证据，并讨论所需补偿。
This article provides an overview of empirical options research, with primary emphasis on research into systematic stochastic volatility and jump risks relevant for pricing stock index options. It reviews evidence from time series analysis, option prices, and option price evolution regarding those risks and discusses required compensation.