Random variance option pricing
Subtitle: empirical tests of the model and delta-sigma hedging
By: Louis O. Scott
Contributors: University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1453; BEBR faculty working paper -- no. 1453.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1988
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 28
Notes: Includes bibliographical references (p. 26-28).