Home > A comparison of a random variance model and the Black-Scholes model of pricing long-term European options
A comparison of a random variance model and the Black-Scholes model of pricing long-term European options
Book Informaton
Author
Hun Y. Park
Series
BEBR faculty working paper -- 91-0182
Year of Publication
1991
Publisher
College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
City of Publication
[Urbana, Ill.]
Pages
18
Language
eng
ARI Id
1678116095054
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