Forecasting volatility for options pricing for the U.K. stock market.
Research output: Contribution to journal › Article › peer-review
| Original language | English |
|---|---|
| Pages (from-to) | 55-62 |
| Journal | Journal of Financial Management and Analysis |
| Volume | 14 |
| Issue number | 2 |
| Publication status | Published - 1 Jul 2001 |