Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/211588 
Authors: 
Year of Publication: 
1990
Series/Report no.: 
Bank of Finland Discussion Papers No. 13/1990
Publisher: 
Bank of Finland, Helsinki
Abstract (Translated): 
The empirical work of this study consists of three parts: a time series analysis of the Finnish FOX stock index, Monte Carlo simulation of the theoretical index option prices and a comparison of the performance of the standard option pricing models with that of the simulation model applied.
Persistent Identifier of the first edition: 
ISBN: 
951-686-253-5
Document Type: 
Working Paper

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