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Random variance option pricing : empirical tests of the model and delta-sigma hedging

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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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