Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options
| Author | : Christos Christitsas |
| Publisher | : |
| Total Pages | : |
| Release | : 1998 |
| ISBN-10 | : OCLC:642498101 |
| ISBN-13 | : |
| Rating | : 4/5 (01 Downloads) |
Book Synopsis Extracting Market Expectations from Traded Option Prices: an Empirical Test of the Stochastic Volatility Model on FTSE 100 Index Options by : Christos Christitsas
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