Option Valuation with Systematic Stochastic Volatility

• 1 July 1993
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 48  (3) , 881-910
• https://doi.org/10.2307/2329019

Abstract

Keywords

• OPTION VALUATION
• STOCHASTIC VOLATILITY
• SYSTEMATIC STOCHASTIC
• VALUATION FORMULA
• STOCK RETURN