dc.contributor |
Lo, Andrew W. (Andrew Wen-Chuan) |
|
dc.contributor |
Wang, Jiang, 1959- |
|
dc.date |
2003-04-29T05:09:08Z |
|
dc.date |
2003-04-29T05:09:08Z |
|
dc.date |
1993 |
|
dc.date.accessioned |
2013-06-04T16:14:43Z |
|
dc.date.available |
2013-06-04T16:14:43Z |
|
dc.date.issued |
2013-06-05 |
|
dc.identifier |
no. 3593-93-EFA |
|
dc.identifier |
http://hdl.handle.net/1721.1/2483 |
|
dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
|
dc.description |
by Andrew W. Lo and Jiang Wang. |
|
dc.description |
"Latest Revision: July 1993." |
|
dc.description |
Includes bibliographical references (p. 38-40). |
|
dc.format |
40 p. |
|
dc.format |
3268247 bytes |
|
dc.format |
application/pdf |
|
dc.language |
eng |
|
dc.publisher |
Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
|
dc.relation |
Working paper (Sloan School of Management) ; 3593-93. |
|
dc.subject |
HD28 .M414 no.3593-, 93 |
|
dc.title |
Implementing option pricing models when asset returns are predictable |
|