Pricing American options with stochastic volatility: Evidence from S&P 500 futures options

Journal of Futures Markets

Saved in:
Bibliographic Details
Main Authors: Lim, K.G., Guo, X.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/115240
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Similar Items