Option prices and implied volatilities : an empirical analysis
Year of publication: |
1989
|
---|---|
Authors: | Edey, Malcolm L. ; Elliott, Graham |
Publisher: |
[Sydney, NSW] |
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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