Stock price distributions with stochastic volatility : an analytic approach
Elias M. Stein ; Jeremy C. Stein
| Year of publication: |
1991
|
|---|---|
| Authors: | Stein, Elias M. |
| Other Persons: | Stein, Jeremy C. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 4.1991, 4, p. 727-752
|
| Subject: | Börsenkurs | Share price | Derivat | Derivative | CAPM | 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/10001120542