An empirical comparison of the predictive power of alternative option pricing models on Euro STOXX 50 index call options

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dc.contributorAalto Universityen
dc.contributorAalto-yliopistofi
dc.contributor.advisorVolkman, David
dc.contributor.authorViinikkala, Max
dc.contributor.departmentMikkelin kampusfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2017-05-11T10:20:50Z
dc.date.available2017-05-11T10:20:50Z
dc.date.issued2017
dc.format.extent60
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/26106
dc.identifier.urnURN:NBN:fi:aalto-201705114542
dc.language.isoenen
dc.programme(Mikkeli) Bachelor’s Program in International Businessen
dc.subject.keywordBlack-Scholesen
dc.subject.keywordHestonen
dc.subject.keywordoptionsen
dc.subject.keywordvolatilityen
dc.titleAn empirical comparison of the predictive power of alternative option pricing models on Euro STOXX 50 index call optionsen
dc.typeG1 Kandidaatintyöfi
dc.type.ontasotBachelor's thesisen
dc.type.ontasotKandidaatintyöfi

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