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Cross market arbitrage and option pricing with long memory in volatility : theory and evidence from LIFFE FTSE-100 index futures and options
No description available.
Links & Downloads
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.391536
Tags
332
Stock; Prices
Additional Fields
Identifer
oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:391536
Date
January 2002
Creators
Er, Hakan
Publisher
University of Essex
Source Sets
Ethos UK
Detected Language
English
Type
Electronic Thesis or Dissertation
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