Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
Year of publication: |
1987
|
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Authors: | Scott, Louis O. |
Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 22.1987, 04, p. 419-438
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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