Nonlinearities and chaotic effects in options prices
By: Robert Savit
Contributors: Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM #184; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-184
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1989
Place of publication: New York
Language: eng
Number of pages: 16
Subjects: Options (Finance); Mathematical models; Nonlinear theories
Notes: "January 1989."

Bibliography: p. 11.