Booting: A Method for Improving Option Pricing Using Bookstrap

Paul R Lajbcygier, Jerry T Connor

    Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

    Original languageEnglish
    Title of host publicationBusiness Systems Research, Vol 2
    Place of PublicationClayton Vic Australia
    PublisherDepartment of Business Systems
    Pages695 - 718
    Number of pages24
    Publication statusPublished - 1997

    Cite this

    Lajbcygier, P. R., & Connor, J. T. (1997). Booting: A Method for Improving Option Pricing Using Bookstrap. In Business Systems Research, Vol 2 (pp. 695 - 718). Department of Business Systems.