Option pricing with time-varying volatility
Subtitle: using OLS and panel data models
By: Mthuli Ncube.
Series: Working papers in economics; Working papers in economics (University of Zimbabwe.  Economics Dept.)
Publisher: Dept. of Economics, University of Zimbabwe
Published: 1991
Place of publication: [Harare]
Language: eng
Number of pages: 40
Subjects: Options (Finance) -- Prices -- Mathematical models.
Notes: Includes bibliographical references (p. 33-40).
"October 1991."