Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options
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01. Apr. 2019
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Online veröffentlicht: 01. Apr. 2019
Seitenbereich: 18 - 39
DOI: https://doi.org/10.1515/ceej-2018-0010
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© 2017 R. Kokoszczyński, P. Sakowski, R. Ślepaczuk, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Ryszard, Kokoszczyński
Faculty of Economic Sciences, University of WarsawWarsaw, Poland
Paweł, Sakowski
Faculty of Economic Sciences, University of WarsawWarsaw, Poland
Robert, Ślepaczuk
Faculty of Economic Sciences, University of WarsawWarsaw, Poland