A Bayesian approach to modeling stock return volatility for option valuation
G. Andrew Karolyi
| Year of publication: |
1993
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|---|---|
| Authors: | Karolyi, G. Andrew |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 28.1993, 4, p. 579-594
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| Subject: | Derivat | Derivative | CAPM | Kapitaleinkommen | Capital income | Statistische Methodenlehre | Statistical theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1984-1985 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001160594