On the striking price bias of the Black-Scholes formula with an estimated variance rate
Mohammed M. Chaudhury
| Year of publication: |
1987
|
|---|---|
| Authors: | Chaudhury, Mohammed M. |
| Other Persons: | Black, Fischer (reviewed) ; Scholes, Myron (reviewed) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 4.1987, p. 359-362
|
| Subject: | Derivat | Derivative | 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/10001040577