Paramater estimation bias and volatility scaling in Black-Scholes option prices
| Year of publication: |
2005
|
|---|---|
| Authors: | Batten, Jonathan A. ; Ellis, Craig A. |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 14.2005, 2, p. 165-176
|
| Publisher: |
Elsevier |