Pricing FTSE 100 index options under stochastic volatility
Yueh-Neng Lin; Norman Strong; Xinzhong Xu
| Year of publication: |
2001
|
|---|---|
| Authors: | Lin, Yueh-neng ; Strong, Norman ; Xu, Xinzhong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 3, p. 197-211
|
| Subject: | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Großbritannien | United Kingdom |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001556705