Empirical performance of alternative pricing models of currency options
Ghulam Sarwar; Timothy Krehbiel
| Year of publication: |
2000
|
|---|---|
| Authors: | Sarwar, Ghulam ; Krehbiel, Timothy L. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 3, p. 265-291
|
| Subject: | Devisenoption | Currency option | Pfund Sterling | Pound Sterling | Black-Scholes-Modell | Black-Scholes model | Systematischer Fehler | Bias | Volatilität | Volatility | Welt | World | 1993-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001485242