Title :
Index Future Pricing under Imperfect Market and Stochastic Volatility
Author :
Padmanabhan Sundar استاد مشاور , William R. Lane استاد مشاور , Hui-Hsiung Kuo استاد راهنما
University :
Lovisiana State University
Major :
Master of Science )M.S.( )Mathematics(
Keyword :
stochastic volatility , market imperfection , index future pricing
