Journal of Mathematical Finance

Vol.6 No.2(2016), Paper ID 66555, 21 pages

DOI:10.4236/jmf.2016.62026

 

A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes

 

Raj Jagannathan

 

Department of Management Sciences, Tippie College of Business, The University of Iowa, Iowa City, IA, USA

 

Copyright © 2016 Raj Jagannathan et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Jagannathan, R. (2016) A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes. Journal of Mathematical Finance, 6, 303-323. doi: 10.4236/jmf.2016.62026.
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