Open AccessEmpirical Performance of Option Pricing Model which Assumes that Asset Returns are Autocorrelated
Author(s) -
김솔
Publication year - 2010
Publication title -
korean journal of financial engineering
Language(s) - English
Resource type - Journals
eISSN - 2713-7252
pISSN - 1738-124X
DOI - 10.35527/kfedoi.2010.9.3.001
Subject(s) - autocorrelation , economics , econometrics , consumption based capital asset pricing model , capital asset pricing model , financial economics , valuation of options , asset (computer security) , computer science , mathematics , statistics , computer security
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