Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
Journal of Futures Markets
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2013
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sg-nus-scholar.10635-452522015-01-31T09:12:48Z Pricing American options with stochastic volatility: Evidence from S&P 500 futures options Lim, K.G. Guo, X. CENTRE FOR FINANCIAL ENGINEERING FINANCE & ACCOUNTING Journal of Futures Markets 20 7 625-659 2013-10-11T08:25:23Z 2013-10-11T08:25:23Z 2000 Article Lim, K.G.,Guo, X. (2000). 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/10635/45252 NOT_IN_WOS Scopus |
| institution |
National University of Singapore |
| building |
NUS Library |
| country |
Singapore |
| collection |
ScholarBank@NUS |
| description |
Journal of Futures Markets |
| author2 |
CENTRE FOR FINANCIAL ENGINEERING |
| author_facet |
CENTRE FOR FINANCIAL ENGINEERING 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 |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/45252 |
| _version_ |
1681083041297989632 |