Pricing Of S&P 100 Index Options Based On Garch Volatility Estimates
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- Ayla Ogus, 2002. "Pricing of S&P 100 Index Options Based On Garch Volatility Estimates," Working Papers 0201, Izmir University of Economics.
References listed on IDEAS
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More about this item
KeywordsGARCH; S&P100; index options;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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