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: Journal Article
Journal or Publication Title: Journal of Futures Markets
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code: 43431
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 17:59
Refereed?: Yes
Published?: Published
Last Modified: 22 Jun 2019 03:46
URI: https://eprints.lancs.ac.uk/id/eprint/43431

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