An empirical comparison of the predictive power of alternative option pricing models on Euro STOXX 50 Index Call Options

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dc.contributor Aalto University en
dc.contributor Aalto-yliopisto fi
dc.contributor.advisor Volkman, David
dc.contributor.author Viinikkala, Max
dc.date.accessioned 2017-05-11T10:20:50Z
dc.date.available 2017-05-11T10:20:50Z
dc.date.issued 2017
dc.identifier.uri https://aaltodoc.aalto.fi/handle/123456789/26106
dc.format.extent 60
dc.format.mimetype application/pdf en
dc.language.iso en en
dc.title An empirical comparison of the predictive power of alternative option pricing models on Euro STOXX 50 Index Call Options en
dc.type G1 Kandidaatintyö fi
dc.contributor.school Kauppakorkeakoulu fi
dc.contributor.school School of Business en
dc.contributor.department Mikkelin kampus fi
dc.subject.keyword Black-Scholes en
dc.subject.keyword Heston en
dc.subject.keyword options en
dc.subject.keyword volatility en
dc.identifier.urn URN:NBN:fi:aalto-201705114542
dc.type.ontasot Bachelor's thesis en
dc.type.ontasot Kandidaatintyö fi
dc.programme (Mikkeli) Bachelor’s Program in International Business en


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