A stochastic dominance approach to evaluating alternative estimators of the variance for use in the Black-Scholes option pricing model
Haim Levy and James A. Yoder
| Year of publication: |
1996
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|---|---|
| Authors: | Levy, Haim |
| Other Persons: | Yoder, James A. (contributor) |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 6.1996, 4, p. 377-382
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| 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://www.econbiz.de/10001207513