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. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 14.2005, 2, p. 165-176
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