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

Journal of Futures Markets

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Bibliographic Details
Main Authors: Lim, K.G., Guo, X.
Other Authors: CENTRE FOR FINANCIAL ENGINEERING
Format: Article
Published: 2013
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45252
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Institution: National University of Singapore