"An Empirical Model for Volatility of Returns and Option Pricing"

Joseph L. McCauley, Gemunu H. Gunaratne (2002)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/cs-CE-0201026
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  persistent URL:
  - https://dblp.org/rec/journals/corr/cs-CE-0201026
Joseph L. McCauley, Gemunu H. Gunaratne:
An Empirical Model for Volatility of Returns and Option Pricing. CoRR cs.CE/0201026 (2002)

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