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

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Volume Title
School of Business | Bachelor's thesis
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Date
2017
Major/Subject
Mcode
Degree programme
(Mikkeli) Bachelor’s Program in International Business
Language
en
Pages
60
Series
Description
Thesis advisor
Volkman, David
Keywords
Black-Scholes, Heston, options, volatility
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Citation