An Empirical Comparison of Option Pricing Model Performance in the DAX Index Option Market

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Autoria(s): Salminen, Jaakko

Data(s)	24/09/2015 24/09/2015 2015
Identificador	http://www.doria.fi/handle/10024/113961 URN:NBN:fi-fe2015092413981
Idioma(s)	en_US
Palavras-Chave	#option pricing #Black-Scholes #GARCH #volatility #index option #DAX
Tipo	Bachelor's thesis Kandityö