Stochastic interest rates, changing volatility and the pricing of options on stock index futures
Park, Hun Young; Sears, R. Stephen
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https://hdl.handle.net/2142/28917
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Title Stochastic interest rates, changing volatility and the pricing of options on stock index futures Author(s) Park, Hun Young Sears, R. Stephen Issue Date 1984-02 Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1011 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/28917 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:stochasticintere1011park http://www.archive.org/details/stochasticintere1011park Copyright and License Information Copyright February 1984 Board of Trustees University of Illinois.
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