Pricing FTSE 100 Index options under stochastic volatility

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.

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Item Type:
Monograph (Working Paper)
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
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ID Code:
48594
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Deposited On:
11 Jul 2011 21:01
Refereed?:
No
Published?:
Published
Last Modified:
11 Jun 2020 09:27