Implementing option pricing models when asset returns are predictable
By: Andrew W. Lo, Jiang Wang.
Contributors: Wang, Jiang, 1959-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4720; Working paper series (National Bureau of Economic Research) -- working paper no. 4720.
Publisher: National Bureau of Economic Research
Published: 1994
Place of publication: Cambridge, MA
Language: eng
Number of pages: 45
Subjects: Options (Finance) -- Mathematical models.; Finance -- Mathematical models.
Notes: "April 1994."

Includes bibliographical references (p. 42-45).

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