How important is the correlation between returns and volatility in a stochastic volatility model? Empirical evidence from pricing and hedging in the S&P 500 index options market
- 1 May 1998
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 22 (5) , 589-610
- https://doi.org/10.1016/s0378-4266(98)00047-8
Abstract
No abstract availableThis publication has 28 references indexed in Scilit:
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