Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option

Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option
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ISBN-10 : OCLC:643451167
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Book Synopsis Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option by : Jie He

Download or read book Option Pricing Under Black-Scholes and Heston Models: Empirical Test Based on FTSE100 Index Option written by Jie He and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


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The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book e