An empirical comparison of alternative option pricing models : parametric vs. nonparametric approach

著者

• Wu, Ta-Peng

書誌事項

An empirical comparison of alternative option pricing models : parametric vs. nonparametric approach

by Ta-Peng Wu

UMI Dissertation Services, 2000

注記

Reprint. Description based on: 2001 xerographic processing copy

Thesis (Ph.D.)--Rutgers University, 2000

Bibliography: p. 138-148

Vita: p. 149

UMI number: 9967101

詳細情報

• NII書誌ID(NCID): BA53451395
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Ann Arbor, Mich.
• ページ数/冊数: xii, 149 p.
• 大きさ: 23 cm