Last edited by Nikomi
Wednesday, July 8, 2020 | History

2 edition of Stochastic interest rates, changing volatility and the pricing of options on stock index futures found in the catalog.

Stochastic interest rates, changing volatility and the pricing of options on stock index futures

by Hun Y. Park

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  • 1 Currently reading

Published by College of Commerce and Business Administration, University of Illinois at Urbana-Champaign in [Urbana, Ill.] .
Written in English


Edition Notes

Includes bibliographical references (p. 21-22).

StatementHun Y. Park, R. Stephen Sears
SeriesBEBR faculty working paper -- no. 1011, BEBR faculty working paper -- no. 1011.
ContributionsSears, R. Stephen, University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
The Physical Object
Pagination22, [1] p. :
Number of Pages22
ID Numbers
Open LibraryOL25105290M
OCLC/WorldCa742052798


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Stochastic interest rates, changing volatility and the pricing of options on stock index futures by Hun Y. Park Download PDF EPUB FB2