Fleming / Dow Jones / Chicago Board Options Exchange / /
Country
Australia / Switzerland / /
Currency
pence / cent / /
Facility
Tinbergen Institute / University of Southern Switzerland / Quantitative Economics Complutense University of Madrid Marcel Scharth University / Securities Industry Research Centre / Heterogeneous ARCH / /
IndustryTerm
analytical solution / /
MarketIndex
S&P 500 / Dow 30 / /
Organization
Madrid Marcel Scharth University / PRICING OPTIONS BY SIMULATION USING REALIZED VOLATILITY David E. Allen School of Accounting / Congress / Edith Cowan University / Tinbergen Institute / Australian Research Council / University of Amsterdam / Quantitative Economics Complutense University / Securities Industry Research Centre of Asia-Pacific / /