From martingales to ANOVA : implied and realized volatility

Author(s)

Bibliographic Information

From martingales to ANOVA : implied and realized volatility

by Lan Zhang

UMI Dissertation Services, 2001

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Note

Reprint. Description based on: 2002 xerographic processing copy

Thesis (Ph.D.)--University of Chicago, 2001

Bibliography: p. 125-129

UMI number: 3006569

Details

  • NCID
    BA58826837
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Ann Arbor, Mich.
  • Pages/Volumes
    ix, 129 p.
  • Size
    23 cm
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