Research output: Working paper
Research output: Working paper
}
TY - UNPB
T1 - Pricing FTSE 100 Index options under stochastic volatility
AU - Xu, X
AU - Strong, N
AU - Lin, Y N
PY - 1999
Y1 - 1999
M3 - Working paper
T3 - Accounting and Finance Working Paper Series
BT - Pricing FTSE 100 Index options under stochastic volatility
PB - The Department of Accounting and Finance
CY - Lancaster University
ER -