Implementing option pricing models when asset returns are predictable

Andrew Lo () and Wang, Jiang, 1959-

No 3593-93., Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management

Keywords: HD28 .M414 no.3593-; 93 (search for similar items in EconPapers)
Date: 1993
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Related works:
Journal Article: Implementing Option Pricing Models When Asset Returns Are Predictable (1995)
Working Paper: Implementing Option Pricing Models When Asset Returns Are Predictable (1994)
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