An edition of Index-option pricing with stochastic volatility and the value of accurate variance forecasts (1993)

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

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Index-option pricing with stochastic volatili ...
R. F. Engle
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January 18, 2010 | History
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An edition of Index-option pricing with stochastic volatility and the value of accurate variance forecasts (1993)

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
29

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Subjects
Prices, Stock options, Forecasting
Edition Availability
Cover of: Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
1993, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"November 1993."

Includes bibliographical references (p. 18-19).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Bound with: Trade policy, exchange rates and growth.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 4519, Working paper series (National Bureau of Economic Research) -- working paper no. 4519.

The Physical Object

Pagination
29 p. :
Number of pages
29

ID Numbers

Open Library
OL22435495M

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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page