A comparison of a random variance model and the Black-Scholes model of pricing long-term European options
Park, Hun Young; Cheong, M.K.
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https://hdl.handle.net/2142/29360
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Title A comparison of a random variance model and the Black-Scholes model of pricing long-term European options Author(s) Park, Hun Young Cheong, M.K. Issue Date 1991-12 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. 91-0182 Type of Resource text Language eng Permalink http://hdl.handle.net/2142/29360 Has Version(s) http://hdl.handle.net/10111/UIUCOCA:comparisonofrand91182park http://www.archive.org/details/comparisonofrand91182park Copyright and License Information Copyright Deember 1991 Board of Trustees University of Illinois.
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