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Wednesday, July 29, 2020 | History

2 edition of A comparison of a random variance model and the Black-Scholes model of pricing long-term European options found in the catalog.

A comparison of a random variance model and the Black-Scholes model of pricing long-term European options

by Hun Y. Park

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Published by College of Commerce and Business Administration, University of Illinois at Urbana-Champaign in [Urbana, Ill.] .
Written in English


Edition Notes

Includes bibliographical references (p. 16-18).

Statementby Hun Y. Park, M. K. Cheong
SeriesBEBR faculty working paper -- 91-0182, BEBR faculty working paper -- no. 91-0182.
ContributionsCheong, M. K., University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
The Physical Object
Pagination18, [9] p. ;
Number of Pages18
ID Numbers
Open LibraryOL25119111M
OCLC/WorldCa535284563


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A comparison of a random variance model and the Black-Scholes model of pricing long-term European options by Hun Y. Park Download PDF EPUB FB2