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Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen

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  • Jokivuolle, Esa

Abstract

The empirical work of this study consists of three parts: a time series analysis of the Finnish FOX stock index, Monte Carlo simulation of the theoretical index option prices and a comparison of the performance of the standard option pricing models with that of the simulation model applied.

Suggested Citation

  • Jokivuolle, Esa, 1990. "Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen," Bank of Finland Research Discussion Papers 13/1990, Bank of Finland.
    • Handle: RePEc:zbw:bofrdp:rdp1990_013
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