The simulation of option prices with application to LIFFE options on futures (Q1296350): Difference between revisions

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Latest revision as of 21:22, 28 May 2024

scientific article
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The simulation of option prices with application to LIFFE options on futures
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    The simulation of option prices with application to LIFFE options on futures (English)
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    2 August 1999
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    generalized gamma
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    smile effect
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    option prices
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    implied volatility
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    LIFFE options
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