Testing option pricing models /

Main Author: Bates, David Scott
Corporate Author: National Bureau of Economic Research
Format: Book
Language:English
Published: Cambridge, MA : National Bureau of Economic Research, 1995.
Series:NBER working paper series ; working paper no. 5129
Subjects:
LEADER 00742nam a2200193 a 4500
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005 20171111225935.0
008 950626s1995 mau b 000 0 eng d
050 1 4 |a HB1  |b .N38 no. 5129 
100 1 4 |a Bates, David Scott 
245 1 4 |a Testing option pricing models /  |c David S. Bates. 
260 1 4 |a Cambridge, MA :  |b National Bureau of Economic Research,  |c 1995. 
300 1 4 |a 72 p. ;  |c 22 cm. 
490 1 4 |a NBER working paper series ;  |v working paper no. 5129 
500 1 4 |a "May 1995." 
504 1 4 |a Includes bibliographical references (p. 63-72). 
650 1 4 |a Options (Finance)  |x Prices 
710 2 4 |a National Bureau of Economic Research  |x Mathematical models. 
952 |a GrThPMO  |b 59afec756c5ad17d7e5a2175  |c 952a  |d 9528  |e HB1.N38 no. 5129  |t 6  |x m  |z Books