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Revisited multi-moment approximate option pricing models : a general comparison / Emmanuel Jurczenko, Bertrand Maillet, Bogdan Negrea.

Lippincott Library HG6042 .J87 2002
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Format:
Book
Author/Creator:
Jurczenko, Emmanuel.
Contributor:
Maillet, Bertrand.
Negrea, Bogdan.
London School of Economics and Political Science. Financial Markets Group.
Series:
LSE Financial Markets Group discussion paper series ; 430.
LSE financial markets group discussion paper series ; 430
Language:
English
Subjects (All):
Options (Finance)--Prices--Econometric models.
Options (Finance).
Physical Description:
85 pages : illustrations ; 21 cm.
Place of Publication:
London : Financial Markets Group, London School of Economics, [2002]
Notes:
"December 2002".
OCLC:
51832219

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