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Title:Random variance option pricing : empirical tests of the model and delta-sigma hedging
Author(s):Scott, Louis O.
Issue Date:1988-05
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:BEBR faculty working paper ; no. 1453
Type:Text
Language:English
Description:Includes bibliographical references (p. 26-28).
URI:http://hdl.handle.net/2142/30057
Rights Information:Copyright May 1988 Board of Trustees University of Illinois.
Date Available in IDEALS:2012-03-16
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:randomvarianceop1453scot
http://www.archive.org/details/randomvarianceop1453scot
Identifier in Online Catalog:6590266
OCLC Identifier:(OCoLC)ocn753566577


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