Option values under stochastic volatility : theory and empirical estimates
James B. Wiggins
| Year of publication: |
1987
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|---|---|
| Authors: | Wiggins, James B. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 2.1987, p. 351-372
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| Subject: | Derivat | Derivative | USA | United States |
| 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/10001036355