Pricing and Hedging Index Options under Stochastic Volatility <An> Empirical Examination
Salvato in:
| Autore principale: | |
|---|---|
| Natura: | Libro |
| Lingua: | inglese |
| Pubblicazione: |
Atlanta
Federal Reserve Bank of Atlanta
1996
|
| Serie: | Working Paper
96-9 |
| Soggetti: | |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
MARC
| LEADER | 00000nam a2200000 4500 | ||
|---|---|---|---|
| 001 | c019217 | ||
| 005 | 20251009090812.8 | ||
| 041 | 0 | |a eng | |
| 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 |
| 610 | 2 | 0 | |a ceny |
| 100 | 1 | |a Nandi, Saikat | |