Pricing Ftse 100 Index Options Under Stochastic Volatility
Year of publication: |
[1999]
|
---|---|
Authors: | Lin, Yueh-Neng |
Other Persons: | Strong, Norman C. (contributor) ; Xu, Xinzhong (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.191402 [DOI] |
Classification: | C32 - Time-Series Models ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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