A simple expected volatility (SEV) index: Application to SET50 index options
نویسندگان
چکیده
* This paper was written while the first author was visiting the Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, in autumn 2008. The first author wishes to acknowledge the financial support of the Stock Exchange of Thailand, while the second author wishes to thank the Australian Research Council for financial support, and the Erasmus School of Economics for their gracious hospitality and excellent working environment.
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ورودعنوان ژورنال:
- Mathematics and Computers in Simulation
دوره 80 شماره
صفحات -
تاریخ انتشار 2010