Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleAN EMPIRICAL TEST OF THE HULL-WHITE OPTION PRICING MODEL.AuthorsCorrado, Charles; Su, TieAbstractExamines the stochastic votality process for the Standard and Poor's 500 index implied by the Black-Scholes option pricing model. Importance of this model; Description of this model; Benefits to be derived from the use of this model.SubjectsPRICING; STOCK price indexes; HULL-White modelPublicationJournal of Futures Markets, 1998, Vol 18, Issue 4, p263ISSN0270-7314Publication typeArticleDOI10.1002/(SICI)1096-9934(199806)18:4<363::AID-FUT1>3.0.CO;2-K