Degree of mispricing with the Black-Scholes model and nonparametric cures
Ramazan Gençay and Aslihan Salih
| Year of publication: |
2003
|
|---|---|
| Authors: | Gençay, Ramazan ; Altay-Salih, Aslihan |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 4.2003, 1, p. 73-101
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst |
|---|---|
| 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/10001793647