Implementing option pricing models when asset returns are predictable:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
4720 |
| Beschreibung: | 45, [8] S, graph. Darst. |
Internformat
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:02Z |
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| physical | 45, [8] S, graph. Darst. |
| publishDate | 1994 |
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| spelling | Lo, Andrew Wen-Chuan Verfasser aut Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang Cambridge, Mass. 1994 45, [8] S, graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 4720 Jiang, Wang Sonstige oth National Bureau of Economic Research Working paper series 4720 (DE-604)BV002801238 4720 |
| spellingShingle | Lo, Andrew Wen-Chuan Implementing option pricing models when asset returns are predictable |
| title | Implementing option pricing models when asset returns are predictable |
| title_auth | Implementing option pricing models when asset returns are predictable |
| title_exact_search | Implementing option pricing models when asset returns are predictable |
| title_full | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_fullStr | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_full_unstemmed | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_short | Implementing option pricing models when asset returns are predictable |
| title_sort | implementing option pricing models when asset returns are predictable |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT loandrewwenchuan implementingoptionpricingmodelswhenassetreturnsarepredictable AT jiangwang implementingoptionpricingmodelswhenassetreturnsarepredictable |