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Pricing FTSE 100 index options under stochastic volatility

✍ Scribed by Yueh-Neng Lin; Norman Strong; Xinzhong Xu

Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 154 KB
Volume: 21
Category: Article
ISSN: 0270-7314
DOI: 10.1002/1096-9934(200103)21:3<197::aid-fut1>3.0.co;2-3

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