Evaluating volatility forecasts in option pricing in the context of a simulated options market

Evdokia Xekalaki and Stavros Degiannakis

Computational Statistics & Data Analysis, 2005, vol. 49, issue 2, 611-629

Date: 2005
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Citations: View citations in EconPapers (19)

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Working Paper: Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market (2005)
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