Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects
Version of Record online: 29 JUN 2014
© 2014 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 43, Issue 3, pages 432–464, June 2014
How to Cite
Jang, W. W., Eom, Y. H. and Kim, D. H. (2014), Empirical Performance of Alternative Option Pricing Models with Stochastic Volatility and Leverage Effects. Asia-Pacific Journal of Financial Studies, 43: 432–464. doi: 10.1111/ajfs.12054
- Issue online: 29 JUN 2014
- Version of Record online: 29 JUN 2014
- Manuscript Accepted: 11 APR 2014
- Manuscript Received: 18 AUG 2013
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