Xu, X and Strong, N and Lin, Y N (1999) Pricing FTSE 100 Index options under stochastic volatility. Working Paper. The Department of Accounting and Finance, Lancaster University.Full text not available from this repository.
|Item Type:||Monograph (Working Paper)|
|Departments:||Lancaster University Management School > Accounting & Finance|
|Deposited On:||11 Jul 2011 22:01|
|Last Modified:||27 Jul 2012 01:10|
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