search query: @author Scott, L. O. / total: 6
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Author: | Scott, L. O. |
Title: | Option pricing when the variance changes randomly : theory, estimation and an application. |
Journal: | Journal of Financial and Quantitative Analysis
1987 : DEC, VOL. 22:4, p. 419-438 |
Index terms: | STOCK OPTIONS SHARE PRICES |
Language: | eng |
Abstract: |
SCIMA