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- 2005615832 contributor B10379132.
- 2005615832 contributor B10379133.
- 2005615832 contributor B10379134.
- 2005615832 created "c2004.".
- 2005615832 date "2004".
- 2005615832 date "c2004.".
- 2005615832 dateCopyrighted "c2004.".
- 2005615832 description "Includes bibliographical references.".
- 2005615832 description "Mode of access: World Wide Web.".
- 2005615832 description "System requirements: Adobe Acrobat Reader.".
- 2005615832 hasFormat "Also available in print.".
- 2005615832 identifier W10912.
- 2005615832 isFormatOf "Also available in print.".
- 2005615832 isPartOf "NBER working paper series ; working paper 10912".
- 2005615832 isPartOf "Working paper series (National Bureau of Economic Research : Online) ; working paper no. 10912.".
- 2005615832 issued "2004".
- 2005615832 issued "c2004.".
- 2005615832 language "eng".
- 2005615832 publisher "Cambridge, MA : National Bureau of Economic Research,".
- 2005615832 relation "Also available in print.".
- 2005615832 requires "Mode of access: World Wide Web.".
- 2005615832 requires "System requirements: Adobe Acrobat Reader.".
- 2005615832 subject "HB1".
- 2005615832 subject "Options (Finance) Econometric models.".
- 2005615832 title "Jump and volatility risk and risk premia [electronic resource] : a new model and lessons from S&P 500 options / Pedro Santa-Clara, Shu Yan.".
- 2005615832 type "text".