Pricing FTSE 100 index options under stochastic volatility
Year of publication: |
2001
|
---|---|
Authors: | Lin, Yueh-neng ; Strong, Norman ; Xu, Xinzhong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 3, p. 197-211
|
Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Großbritannien | United Kingdom |
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