The simulation of option prices with application to LIFFE options on futures (Q1296350): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:49, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The simulation of option prices with application to LIFFE options on futures |
scientific article |
Statements
The simulation of option prices with application to LIFFE options on futures (English)
0 references
2 August 1999
0 references
generalized gamma
0 references
smile effect
0 references
option prices
0 references
implied volatility
0 references
LIFFE options
0 references