Implementing option pricing models when asset returns are predictable

Name

SWP-3593-28682184.pdf

Size

3.12 MB

Format

Adobe PDF

Checksum (MD5)

1f071ae0bd29f1cbf9e9cb89bfcd2a3a

Date Issued

1993

Publisher

Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3593-93.

Description

"Latest Revision: July 1993."

Includes bibliographical references (p. 38-40).

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