Empirical option pricing: a retrospection

David S. Bates
2003 Journal of Econometrics  
This article provides an overview and discussion of empirical option pricing research: how we test models, what we have learned, and what are some key issues. Some suggestions for future research are provided.
doi:10.1016/s0304-4076(03)00113-1 fatcat:rcl2n4n6tjgwfc3orzpwnkni5e