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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

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1. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.391536

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