{"title":"Heston Nandi Option Pricing Model Applied to the CIVETS Indices","authors":"Niel Oberholzer, Pierre J. Venter","doi":"10.1007/978-3-030-38253-7_38","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":123177,"journal":{"name":"Advances in Cross-Section Data Methods in Applied Economic Research","volume":"12 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Advances in Cross-Section Data Methods in Applied Economic Research","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-030-38253-7_38","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}