Nonlinearities and chaotic effects in options prices
- 1 December 1989
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 9 (6) , 507-518
- https://doi.org/10.1002/fut.3990090604
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- When random is not random: An introduction to chaos in market pricesJournal of Futures Markets, 1988
- Autocorrelations of a certain chaosIEEE Transactions on Acoustics, Speech, and Signal Processing, 1980