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, 249-262

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0377-2217(98)00254-9
Full text for ScienceDirect subscribers only

Related works:
Working Paper: The Simulation of Option Prices with Application to LIFFE Options on Futures (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:114:y:1999:i:2:p:249-262

Access Statistics for this article

European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

More articles in European Journal of Operational Research from Elsevier
Bibliographic data for series maintained by Catherine Liu ().