Testing option pricing models
By: David S. Bates.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5129; Working paper series (National Bureau of Economic Research) -- working paper no. 5129.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 72
Subjects: Options (Finance) -- Prices -- Mathematical models.
Notes: "May 1995."

Includes bibliographical references (p. 63-72).

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