Market serial correlation and the valuation of index options
Tom Berglund ; Eva Liljeblom ; Kaj Hedvall
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1990
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| Authors: | Berglund, Tom ; Liljeblom, Eva ; Hedvall, Kaj |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 11.1990, 1, p. 29-44
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| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009918746