by bruce j. sherrick, philip garcia, and viswanath...
TRANSCRIPT
![Page 1: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/1.jpg)
Empirical Tests of Distributional Assumptions for
Option Pricing Models
by
Bruce J. Sherrick, Philip Garcia,
and Viswanath Tirupattur
Suggested citation format:
Sherrick, B. J., P. Garcia, and V. Tirupattur. 1994. “Empirical Tests of Distributional Assumptions for Option Pricing Models.” Proceedings of the NCR-134 Conference on Applied Commodity Price Analysis, Forecasting,and Market Risk Management. Chicago, IL. [http://www.farmdoc.uiuc.edu/nccc134].
![Page 2: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/2.jpg)
![Page 3: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/3.jpg)
![Page 4: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/4.jpg)
![Page 5: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/5.jpg)
![Page 6: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/6.jpg)
![Page 7: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/7.jpg)
![Page 8: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/8.jpg)
![Page 9: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/9.jpg)
![Page 10: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/10.jpg)
![Page 11: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/11.jpg)
![Page 12: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/12.jpg)
![Page 13: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/13.jpg)
![Page 14: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/14.jpg)
![Page 15: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/15.jpg)
![Page 16: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/16.jpg)
![Page 17: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/17.jpg)
![Page 18: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/18.jpg)
![Page 19: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/19.jpg)
![Page 20: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/20.jpg)
![Page 21: by Bruce J. Sherrick, Philip Garcia, and Viswanath Tirupatturfarmdoc.illinois.edu/nccc134/conf_1994/pdf/confp28-94.pdf · under alternate parameterizations, comparisons of the location](https://reader033.vdocuments.us/reader033/viewer/2022052721/5f0b51a17e708231d42fed5c/html5/thumbnails/21.jpg)