Pricing FTSE 100 Index Options under Stochastic Volatility
| 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 395139x. - Vol. 21.2001, 3, p. 197-212
|