Market Serial Correlation and the Valuation of Index Options

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Peer-reviewed scientific journalFinance
Volume11
Issue number1
Pages (from-to)29-44
Number of pages16
ISSN0752-6180
Publication statusPublished - 1990
MoE publication typeA1 Journal article - refereed

Keywords

  • 512 Business and Management
  • market serial correlation
  • index options

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