Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
by Marc Halpern
| Year of publication: |
1985
|
|---|---|
| Authors: | Halpern, Marc |
| Subject: | Index-Futures | Index futures | CAPM | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1983 |
| Extent: | VIII, 106 S |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | City Univ. of New York, Diss., 1985 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000834665