by Bruce J. Sherrick, Philip Garcia, and Viswanath...
21
Empirical Tests of Distributional Assumptions for Option Pricing Models by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupattur Suggested citation format: Sherrick, B. J., P. Garcia, and V. Tirupattur. 1994. “Empirical Tests of Distributional Assumptions for Option Pricing Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
Transcript of by Bruce J. Sherrick, Philip Garcia, and Viswanath...
Empirical Tests of Distributional Assumptions for
Option Pricing Models
by
Bruce J. Sherrick, Philip Garcia,
and Viswanath Tirupattur
Suggested citation format:
Sherrick, B. J., P. Garcia, and V. Tirupattur. 1994. “Empirical Tests of Distributional Assumptions for Option Pricing Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting,and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
