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Information behind the implied volatility smile : empirical results / Michele A. Kreisler.
LIBRA Diss. POPM1996.222
Available from offsite location
LIBRA HG001 1996 .K92
Available from offsite location
- Format:
- Book
- Manuscript
- Microformat
- Thesis/Dissertation
- Author/Creator:
- Kreisler, Michele A.
- Language:
- English
- Subjects (All):
- Penn dissertations--Finance.
- Finance--Penn dissertations.
- Penn dissertations--Managerial science and applied economics.
- Managerial science and applied economics--Penn dissertations.
- Local Subjects:
- Penn dissertations--Finance.
- Finance--Penn dissertations.
- Penn dissertations--Managerial science and applied economics.
- Managerial science and applied economics--Penn dissertations.
- Physical Description:
- ix, 156 leaves : illustrations ; 29 cm
- Production:
- 1996.
- Notes:
- Thesis (Ph.D. in Finance) -- University of Pennsylvania, 1996.
- Includes bibliographical references.
- University Microfilms order no.: 96-36175.
- OCLC:
- 187449582
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