在做关于warrant pricing,本来打算用garch,不过导师说太难了，建议:
(a) compute a time series of implicit vol from option prices and compare this with:

(b) econometric measures of historical vol from GARCH or unconditional approaches?

有点困惑不知道到底要干什么，希望大牛帮忙看看。本人半路出家，问出这样问题大家不要笑话阿