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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:BEBR faculty working paper ; no. 1249
Type:Text
Language:English
Description:Includes bibliographical references (p. 25-27).
URI:http://hdl.handle.net/2142/29058
Rights Information:Copyright May 1986 Board of Trustees University of Illinois.
Date Available in IDEALS:2012-01-25
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:optionpricingwhe1249scot
http://www.archive.org/details/optionpricingwhe1249scot
Identifier in Online Catalog:6594200
OCLC Identifier:(OCoLC)ocn754657957


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