Option pricing when the variance changes randomly
Subtitle: theory, estimation, and an application
By: Louis O. Scott
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1249; BEBR faculty working paper -- no. 1249.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1986
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 30
Notes: Includes bibliographical references (p. 25-27).