Market Serial Correlation and the Valuation of Index Options

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Peer-reviewed scientific journal	Finance
Volume	11
Issue number	1
Pages (from-to)	29-44
Number of pages	16
ISSN	0752-6180
Publication status	Published - 1990
MoE publication type	A1 Journal article - refereed

Keywords

@article{fa51a80482ed4a0fa3f450f0cd03bd3b,

title = "Market Serial Correlation and the Valuation of Index Options",

keywords = "512 Business and Management, market serial correlation, index options",

author = "Tom Berglund and Eva Liljeblom and Kaj Hedvall",

year = "1990",

language = "English",

volume = "11",

pages = "29--44",

journal = "Finance",

issn = "0752-6180",

publisher = "Presses Universitaires de Grenoble",

number = "1",

}