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Pricing FTSE 100 index options under stochastic volatility

Strong, N and Lin, Y N and Xu, G X (2001) Pricing FTSE 100 index options under stochastic volatility. Journal of Futures Markets, 21 (3). pp. 197-211. ISSN 0270-7314

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Item Type: Article
Journal or Publication Title: Journal of Futures Markets
Subjects:
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ID Code: 43431
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:59
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:47
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43431

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