Market Serial Correlation and the Valuation of Index Options

Tom Berglund, Eva Liljeblom, Kaj Hedvall

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Finance
Volym	11
Nummer	1
Sidor (från-till)	29-44
Antal sidor	16
ISSN	0752-6180
Status	Publicerad - 1990
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

Nyckelord

@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",

}