Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas
Abdul Rahman and Lawrence Kryzanowski
| Year of publication: |
1986
|
|---|---|
| Authors: | Rahman, Abdul H. |
| Other Persons: | Kryzanowski, Lawrence (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 21.1986, 1, p. 61-65
|
| Subject: | Derivat | Derivative |
| 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/10001014753