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Implementing option pricing models when asset returns are predictable

by Andrew W. Lo and Jiang Wang. / "Latest Revision: July 1993." / Includes bibliographical references (p. 38-40).

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/2483
Date January 1993
ContributorsLo, Andrew W. (Andrew Wen-Chuan), Wang, Jiang, 1959-
PublisherAlfred P. Sloan School of Management, Massachusetts Institute of Technology
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format40 p., 3268247 bytes, application/pdf
RelationWorking paper (Sloan School of Management) ; 3593-93.

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