Option pricing and implicit volatilities
Robert A. Jarrow and James B. Wiggins
| Year of publication: |
1989
|
|---|---|
| Authors: | Jarrow, Robert A. |
| Other Persons: | Wiggins, James B. (contributor) |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 3.1989, 1, p. 59-81
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | 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/10001072609