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Index-option pricing with stocliastic volatility and the value of aceurate variance forecasts

Material type: Text

TextSeries: NBER. Working paper ; 4519.Publisher: Cambridge (Mss.) NBER 1993Description: 29 p. gráf. 22 cm.Subject(s): ÍNDICES BURSÁTILES

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Item type	Current location	Home library	Call number	Status	Date due	Barcode
Libros		IEF	C 1397-24362 (Browse shelf)	Available		C 1397-24362

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Previous	C 1397-24359 The importance of precautionary motives in explaining individual and aggregate saving	C 1397-24360 Short-run independence of monetary policy under pegged exchanges rates and effects of money on exchange rates and interest rates	C 1397-24361 Beauty and the labour market	C 1397-24362 Index-option pricing with stocliastic volatility and the value of aceurate variance forecasts	C 1397-24363 Discrete plant-location decisions in an applied general-equilibrium model oftrade liberalization	C 1397-24364 Anti-competitive and rent-shifting aspects of domestic-content provisions in regional trade blocks	C 1397-24365 Privatization of social security : lessons from Chile	Next

Resumen. Conclusiones. Bibliografía

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