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Pricing FTSE 100 Index options under stochastic volatility

Research output: Working paper

Published

Standard

Pricing FTSE 100 Index options under stochastic volatility. / Xu, X; Strong, N; Lin, Y N.

Lancaster University : The Department of Accounting and Finance, 1999. (Accounting and Finance Working Paper Series).

Research output: Working paper

Harvard

Xu, X, Strong, N & Lin, YN 1999 'Pricing FTSE 100 Index options under stochastic volatility' Accounting and Finance Working Paper Series, The Department of Accounting and Finance, Lancaster University.

APA

Xu, X., Strong, N., & Lin, Y. N. (1999). Pricing FTSE 100 Index options under stochastic volatility. (Accounting and Finance Working Paper Series). The Department of Accounting and Finance.

Vancouver

Xu X, Strong N, Lin YN. Pricing FTSE 100 Index options under stochastic volatility. Lancaster University: The Department of Accounting and Finance. 1999. (Accounting and Finance Working Paper Series).

Author

Xu, X ; Strong, N ; Lin, Y N. / Pricing FTSE 100 Index options under stochastic volatility. Lancaster University : The Department of Accounting and Finance, 1999. (Accounting and Finance Working Paper Series).

Bibtex

@techreport{85d794f8171f42d6ab1f30543c82efee,
title = "Pricing FTSE 100 Index options under stochastic volatility",
author = "X Xu and N Strong and Lin, {Y N}",
year = "1999",
language = "English",
series = "Accounting and Finance Working Paper Series",
publisher = "The Department of Accounting and Finance",
type = "WorkingPaper",
institution = "The Department of Accounting and Finance",

}

RIS

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 -