The simulation of option prices with application to LIFFEoptions on futures
| Year of publication: |
1999
|
|---|---|
| Authors: | Christodoulakis, George A. ; Satchell, Stephen E. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 114.1999, 2, p. 249-262
|