Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
John L. Knight ; Stephen E. Satchell
| Year of publication: |
1997
|
|---|---|
| Authors: | Knight, John L. |
| Other Persons: | Satchell, Stephen (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 13.1997, 6, p. 791-807
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Schätztheorie | Estimation 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/10001236167