The simulation of option prices with application to LIFFE options on futures

George A. Christodoulakis () and Stephen E. Satchell

European Journal of Operational Research, 1999, vol. 114, issue 2, pages 249-262

Date: 1999

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Working Paper: The Simulation of Option Prices with Application to LIFFE Options on Futures (1996)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:ejores:v:114:y:1999:i:2:p:249-262

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