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Publications by LAURA QUIGG

Empirical Testing of Real Option-Pricing Models

Journal of Finance
AccountingEconomicsEconometricsFinance
1993English

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Models for Option Pricing Based on Empirical Characteristic Function of Returns

2010English

Option Pricing Applications of Quadratic Volatility Models

Journal of Mathematical Finance
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Specification Tests of Calibrated Option Pricing Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2015English

An Empirical Portfolio Perspective on Option Pricing Anomalies

Review of Finance
AccountingEconomicsEconometricsFinance
2007English

GARCH Option Pricing Models With Meixner Innovations

Review of Derivatives Research
EconomicsEconometricsFinance
2017English

Option Pricing Under Sign RCA-GARCH Models

Dynamic Econometric Models
2015English

Option Pricing Models: The Review of Literatures (2)

Communications of the Japan Association of Real Options and Strategy
2016English

Empirical Competitiveness of Deterministic Option Pricing Models: Evidences From the Recent Waves of Financial Upheavals in India

Journal of Derivatives & Hedge Funds
2013English

Magic Points in Finance: Empirical Integration for Parametric Option Pricing

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2017English

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