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Pricing Ftse 100 Index Options Under Stochastic Volatility
Language: en
Pages: 30

Pricing Ftse 100 Index Options Under Stochastic Volatility

Authors: Yueh-Neng Lin
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Type: BOOK - Published: 1999 - Publisher:

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Results from the ARCH/GARCH literature and studies of implied volatility clearly show that volatility changes over time. This paper investigates the improvement
Option Pricing Under Stochastic Volatility for S&P 500 and FTSE 100 Index Options
Language: en
Pages: 379

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

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The Empirical Performance of the Stochastic Volatility Model in Pricing FTSE-100 Index Options
Language: en
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The Empirical Performance of the Stochastic Volatility Model in Pricing FTSE-100 Index Options

Authors: Krisda Phatcharoen
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Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
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Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options

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Type: BOOK - Published: 1998 - Publisher:

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On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options
Language: en
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On Alternative Option Pricing Models and the Effects of Modelling Volatility Within a Stochastic Context as Observed in FTSE-100 Index Options

Authors: Yannis Theodorakakos
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Type: BOOK - Published: 2001 - Publisher:

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