Pricing and Hedging Index Options under Stochastic Volatility <An> Empirical Examination
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Atlanta
Federal Reserve Bank of Atlanta
1996
|
| Series: | Working Paper
96-9 |
| Subjects: | |
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| 044 | |a US | ||
| 245 | 1 | 0 | |a Pricing and Hedging Index Options under Stochastic Volatility |b <An> Empirical Examination |c Saikat Nandi |
| 264 | 1 | |a Atlanta |b Federal Reserve Bank of Atlanta |c 1996 | |
| 300 | |a 27 s. | ||
| 490 | 1 | |a Working Paper |v 96-9 | |
| 830 | 0 | |a Working Paper |v 96-9 | |
| 610 | 2 | 0 | |a indexy |
| 610 | 2 | 0 | |a opcie |
| 610 | 2 | 0 | |a výskum |
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