Implementing option pricing models when asset returns are predictable:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4720 |
| Schlagwörter: | |
| Umfang: | 45 S. graph. Darst. |
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| indexdate | 2024-12-20T09:41:39Z |
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| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Lo, Andrew W. 1960- Verfasser (DE-588)124791433 aut Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang Cambridge, Mass. 1994 45 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4720 Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models Wang, Jiang Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4720 (DE-604)BV002801238 4720 |
| spellingShingle | Lo, Andrew W. 1960- Wang, Jiang Implementing option pricing models when asset returns are predictable National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| title | Implementing option pricing models when asset returns are predictable |
| title_auth | Implementing option pricing models when asset returns are predictable |
| title_exact_search | Implementing option pricing models when asset returns are predictable |
| title_full | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_fullStr | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_full_unstemmed | Implementing option pricing models when asset returns are predictable Andrew W. Lo ; Jiang Wang |
| title_short | Implementing option pricing models when asset returns are predictable |
| title_sort | implementing option pricing models when asset returns are predictable |
| topic | Optiehandel gtt Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| topic_facet | Optiehandel Mathematisches Modell Finance Mathematical models Options (Finance) Mathematical models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT loandreww implementingoptionpricingmodelswhenassetreturnsarepredictable AT wangjiang implementingoptionpricingmodelswhenassetreturnsarepredictable |