Implementing option pricing models when asset returns are predictable
Author(s)
Lo, Andrew W. (Andrew Wen-Chuan); Wang, Jiang, 1959-
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Metadata
Show full item recordDescription
"Latest Revision: July 1993." Includes bibliographical references (p. 38-40).
Date issued
1993Publisher
Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
no. 3593-93-EFA
Series/Report no.
Working paper (Sloan School of Management) ; 3593-93.