Title of article :
The simulation of option prices with application to LIFFE options on futures
Author/Authors :
George A. Christodoulakis، نويسنده , , Stephen E. Satchell، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Pages :
14
From page :
249
To page :
262
Keywords :
Implied volatility , Options , simulation , Weibull , Smile e?ect , Generalised gamma , LIFFE
Journal title :
European Journal of Operational Research
Serial Year :
1999
Journal title :
European Journal of Operational Research
Record number :
212863
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=212863
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