Evaluating Forecasts of Correlation Using Option Pricing

• 30 November 1998
• journal article
• Published by With Intelligence LLC in The Journal of Derivatives
• Vol. 6  (2) , 18-38
• https://doi.org/10.3905/jod.6.2.18

Abstract

Keywords

• EVALUATING FORECASTS
• CORRELATION USING
• USING OPTION PRICING

All Related Versions

• Version 1, RePEc (Unconfirmed version)