Option pricing under parameter uncertainty
By: Christopher B. Barry, Ramesh K. S. Rao.
Contributors: Rao, Ramesh K. S., joint author.
Series: Working paper - Graduate School of Business, the University of Texas at Austin ; 79-28; Working paper (University of Texas at Austin. Graduate School of Business) ;; 79-28.
Publisher: Graduate School of Business, University of Texas at Austin : distributed by Bureau of Business Research, University of Texas at Austin
Published: 1979
Place of publication: Austin, Tex
Language: eng
Number of pages: 24
Subjects: Options (Finance) -- Mathematical models.
Notes: Bibliography: leaves [25]-[26]