Please use this identifier to cite or link to this item:
http://dspace.mediu.edu.my:8181/xmlui/handle/1721.1/2483| Title: | Implementing option pricing models when asset returns are predictable |
| Authors: | Lo, Andrew W. (Andrew Wen-Chuan) Wang, Jiang, 1959- |
| Keywords: | HD28 .M414 no.3593-, 93 |
| Issue Date: | 5-Jun-2013 |
| Publisher: | Alfred P. Sloan School of Management, Massachusetts Institute of Technology |
| Description: | by Andrew W. Lo and Jiang Wang. "Latest Revision: July 1993." Includes bibliographical references (p. 38-40). |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/1721 |
| Other Identifiers: | no. 3593-93-EFA http://hdl.handle.net/1721.1/2483 |
| Appears in Collections: | MIT Items |
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.