Alternative specifications of the errors in the Black-Scholes option-pricing model and various implied-variance formulas
| Year of publication: |
1986
|
|---|---|
| Authors: | Rahman, Abdul ; Kryzanowski, Lawrence |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 21.1986, 1, p. 61-65
|
| Publisher: |
Elsevier |