Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
Journal of Futures Markets
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Main Authors: | Lim, K.G., Guo, X. |
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Other Authors: | FINANCE & ACCOUNTING |
Format: | Article |
Published: |
2014
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/115240 |
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Institution: | National University of Singapore |
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