Options in emerging markets

Index options are traded in many derivatives markets around the world. These derivatives markets can either operate in efficient or inefficient markets. Most derivatives markets use the best known option pricing model, i. e. the Black and Scholes Option Pricing Model, in order to produce theoretical...

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Bibliographic Details
Main Author: Filis, George N.
Published: Bournemouth University 2004
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.410759