Title Leptokurtic stock distributions : implications for option valuation / by Howard Wei-Hong Chan

Published [Clayton, Vic.] : Monash University, Dept. of Accounting and Finance, Faculty of Economics Commerce and Management, [1992?]

Copies

Location	Call no.	Vol.	Availability
ADPML SPLGA	657 Mon/Dpm	no.8/92	LIB USE ONLY

Description 37 pages ; 30 cm Series Discussion paper / Monash University ; no. 8/92 Discussion paper (Monash University. Department of Accounting and Finance) ; no. 92/8 Bibliography Bibliography: pages 35-37 Subject Stochastic processes. Stocks -- Prices -- Mathematical models. Author Monash University. Department of Accounting and Finance ISBN 0646110039 (not printed on item)

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