Open AccessImplementing Option Pricing Models When Asset Returns Are Predictable
Author(s) -
Andrew W. Lo,
Jiang Wang
Publication year - 1994
Language(s) - English
Resource type - Reports
DOI - 10.3386/w4720
Subject(s) - capital asset pricing model , financial economics , economics , valuation of options , consumption based capital asset pricing model , business , asset (computer security) , computer science , computer security
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