Authors
David S Bates
Publication date
2003/9/1
Journal
Journal of Econometrics
Volume
116
Issue
1-2
Pages
387-404
Publisher
North-Holland
Description
This article provides an overview and discussion of empirical option pricing research: how we test models, what we have learned, and what are some key issues. Some suggestions for future research are provided.
Total citations
Scholar articles
DS Bates - Journal of Econometrics, 2003