Option pricing when the variance changes randomly : theory, estimation, and an application
Louis O. Scott
| Year of publication: |
1987
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|---|---|
| Authors: | Scott, Louis O. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 4, p. 419-438
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| Subject: | Börsenkurs | Share price | Derivat | Derivative | Theorie | Theory | USA | United States | 1961-1983 |
| 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/10001043904