Predicting volatility of stock indexes for option pricing on a small security market

Tom Berglund ; Kaj Hedvall ; Eva Liljeblom

Year of publication:	1990
Authors:	Berglund, Tom ; Hedvall, Kaj ; Liljeblom, Eva
Publisher:	Helsinki
Subject:	Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Börsenkurs \| Share price \| Aktienindex \| Stock index \| Prognoseverfahren \| Forecasting model \| Index-Futures \| Index futures

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