Amanote Research

Amanote Research

    RegisterSign In

Which Option Pricing Model Is the Best? High Frequency Data for Nikkei225 Index Options

SSRN Electronic Journal
doi 10.2139/ssrn.1831086
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2010

Authors
Ryszard KokoszczynskiPawel SakowskiRobert Slepaczuk
Publisher

Elsevier BV


Related search

Hemorrhoids: Which Is the Best Therapeutic Option?

International Surgery Journal
2018English

Pricing and Informational Efficiency of the MIB30 Index Options Market. An Analysis With High-Frequency Data

Economic Notes
EconomicsEconometrics
2004English

Pricing Option CGMY Model

IOSR Journal of Mathematics
2017English

Binomial Option Pricing Model

2007English

The Accelerated Binomial Option Pricing Model

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1991English

An Option Pricing Formula for the GARCH Diffusion Model

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2005English

Stochastic Volatility Jump-Diffusion Model for Option Pricing

Journal of Mathematical Finance
2011English

Model Uncertainty and the Pricing of American Options

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2016English

Pricing European Options in the Variance Gamma Model

Metody Ilościowe w Badaniach Ekonomicznych
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy