A stochastic dominance analysis of trading losses from using sample estimates of the variance in the Black-Scholes model
| Year of publication: |
1992
|
|---|---|
| Authors: | Levy, Haim ; Yoder, James |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 40.1992, 2, p. 217-221
|
| Publisher: |
Elsevier |