Option pricing when the variance changes randomly : theory, estimation, and an application
Scott, Louis O.
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https://hdl.handle.net/2142/29058
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Title Option pricing when the variance changes randomly : theory, estimation, and an application Author(s) Scott, Louis O. Issue Date 1986-05 Publisher Urbana, Ill. : Bureau of Economic and Business Research. College of Commerce and Business Administration, University of Illinois at Urbana-Champaign Series/Report Name or Number BEBR faculty working paper ; no. 1249 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29058 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:optionpricingwhe1249scot http://www.archive.org/details/optionpricingwhe1249scot Copyright and License Information Copyright May 1986 Board of Trustees University of Illinois.
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