The simulation of option prices with application to LIFFE options on futures (Q1296350)

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The simulation of option prices with application to LIFFE options on futures
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    title
    The simulation of option prices with application to LIFFE options on futures (English)
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    author
    V. Pereyra
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    publication date
    2 August 1999
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    zbMATH DE Number
    1319510
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    zbMATH Keywords
    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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    Wikidata QID
    Q126556764
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    OpenAlex ID
    W2156572217
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