Empirical performance of alternative option pricing models

Journal of Finance

Volumn 52, Issue 5, 1997, Pages 2003-2049

  Bakshi, Gurdip ^a   Charles, Cao ^b   Chen, Zhiwu ^c  

^a UNIVERSITY OF MARYLAND   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

^c OHIO STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040517321     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1997.tb02749.x     Document Type: Article

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