Pricing of S&P 100 Index Options Based On Garch Volatility Estimates
Year of publication: |
2002-08
|
---|---|
Authors: | Ogus, Ayla |
Institutions: | Ekonomi Bölümü, İktisadi ve İdari Bilimler Fakültesi |
Subject: | GARCH | S&P100 | index options |
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