Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Year of publication: |
1999
|
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Authors: | Ané, Thierry |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 7, p. 735-758
|
Subject: | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | Aktienindex | Stock index | Schätzung | Estimation | Theorie | Theory | USA | United States | Statistische Verteilung | Statistical distribution | 1991 |
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