Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
Journal of Futures Markets
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2014
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sg-nus-scholar.10635-1152402015-01-23T08:06:51Z Pricing American options with stochastic volatility: Evidence from S&P 500 futures options Lim, K.G. Guo, X. FINANCE & ACCOUNTING CENTRE FOR FINANCIAL ENGINEERING Journal of Futures Markets 20 7 625-659 2014-12-12T07:12:54Z 2014-12-12T07:12:54Z 2000-08 Article Lim, K.G.,Guo, X. (2000-08). Pricing American options with stochastic volatility: Evidence from S&P 500 futures options. Journal of Futures Markets 20 (7) : 625-659. ScholarBank@NUS Repository. 02707314 http://scholarbank.nus.edu.sg/handle/10635/115240 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| description |
Journal of Futures Markets |
| author2 |
FINANCE & ACCOUNTING |
| author_facet |
FINANCE & ACCOUNTING Lim, K.G. Guo, X. |
| format |
Article |
| author |
Lim, K.G. Guo, X. |
| spellingShingle |
Lim, K.G. Guo, X. Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| author_sort |
Lim, K.G. |
| title |
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| title_short |
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| title_full |
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| title_fullStr |
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| title_full_unstemmed |
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options |
| title_sort |
pricing american options with stochastic volatility: evidence from s&p 500 futures options |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/115240 |
| _version_ |
1681094950520881152 |