An application of closed-form GARCH option-pricing model on FTSE 100 option and volatility
| Year of publication: |
2010
|
|---|---|
| Authors: | Su, YongChern ; Chen, MingDa ; Huang, HanChing |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 11, p. 899-911
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