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

Full text not available from this repository.
Item Type:
Journal Article
Journal or Publication Title:
Journal of Futures Markets
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43431
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
22 Jul 2020 10:53