Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options

Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options
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Publisher :
Total Pages : 379
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ISBN-10 : OCLC:642354893
ISBN-13 :
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Book Synopsis Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options by : Yueh-Neng Lin

Download or read book Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options written by Yueh-Neng Lin and published by . This book was released on 1999 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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In pricing primary-market options and in making secondary markets, financial intermediaries depend on the quality of forecasts of the variance of the underlying