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Suomalaisten fox-indeksioptioiden hinnoittelu Monte Carlo -simulointia käyttäen
(14.06.1990)
Bank of Finland Research Discussion Papers 13/1990
Bank of Finland Research Discussion Papers 13/1990
The empirical work of this study consists of three parts: a time series analysis of the Finnish FOX stock index, Monte Carlo simulation of the theoretical index option prices and a comparison of the performance of the ...