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

Scott, Louis O.

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https://hdl.handle.net/2142/30057 Copy

Description

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 Name or Number

BEBR faculty working paper ; no. 1453

Type of Resource

text

Language

eng

Permalink

http://hdl.handle.net/2142/30057

Has Version(s)

• http://hdl.handle.net/10111/UIUCOCA:randomvarianceop1453scot
• http://www.archive.org/details/randomvarianceop1453scot

Copyright and License Information

Copyright May 1988 Board of Trustees University of Illinois.

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