Open AccessValuation of Index Options.
Author(s) -
Bruce K. Grace
Publication year - 2022
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.31390/gradschool_disstheses.6102
Subject(s) - futures contract , economics , valuation (finance) , binomial options pricing model , black–scholes model , valuation of options , index (typography) , call option , financial economics , arbitrage , ask price , actuarial science , econometrics , volatility (finance) , finance , computer science , world wide web