Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
Journal of Futures Markets
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Pricing American options with stochastic volatility: Evidence from S&P 500 futures options
by: Lim, K.G., et al.
Published: (2014) -
Pricing American Options with Stochastic Volatility: Evidence from S&P 500 Futures Options
by: Lim, Kian Guan, et al.
Published: (2000) -
An Analytical Approach to Pricing American Options under Stochastic Volatility
by: ZHANG, Zhe (Joe), et al.
Published: (1999) -
EFFICIENT NUMERICAL METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
by: WU MENGZE
Published: (2021) -
OPERATOR SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY
by: LIU SHUO
Published: (2021)