Year of Award
Master of Philosophy (MPhil)
Department of Finance and Decision Sciences.
Mathematical models, Options (Finance), Prices
Lee, Mou Chin, "An empirical test of variance gamma options pricing model on Hang Seng index options" (2000). Restricted Access Theses and Dissertations. 263.
The author retains all rights to this work. The author has signed an agreement granting HKBU a non-exclusive license to archive and distribute their thesis.