Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen

Esa Jokivuolle

No 13/1990, Bank of Finland Research Discussion Papers from Bank of Finland

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.

Date: 1990
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