The simulation of option prices with application to LIFFE options on futures (Q1296350)
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scientific article; zbMATH DE number 1319510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The simulation of option prices with application to LIFFE options on futures |
scientific article; zbMATH DE number 1319510 |
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The simulation of option prices with application to LIFFE options on futures (English)
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2 August 1999
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generalized gamma
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smile effect
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option prices
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implied volatility
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LIFFE options
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