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~subject:"Nikkei 225 options"
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Nikkei 225 options
variance reduction technique
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Satoyoshi, Kiyotaka
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Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific Financial Markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10008926408
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