An empirical test of variance gamma options pricing model on Hang Seng index options

  • Mou Chin Lee

    Student thesis: Master's Thesis

    Abstract

    Please refer to the "Abstract & TOC" file on the right side
    Date of Award2000
    Original languageEnglish

    User-Defined Keywords

    • Mathematical models
    • Options (Finance)
    • Prices

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    Documents

    • Abstract & TOC

      File: application/pdf, 193 KB

      Type: Supplementary materials

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