A comparison of a random variance model and the Black-Scholes model of pricing long-term European options
By: by Hun Y. Park, M. K. Cheong
Contributors: Cheong, M. K.; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- 91-0182; BEBR faculty working paper -- no. 91-0182.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1991
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 18
Notes: Includes bibliographical references (p. 16-18).