Tests of the black-scholes and constant elasticity of variance currency call option valuation models
Alan L. Tucker ; David R. Peterson ; Elton Scott
| Year of publication: |
1988
|
|---|---|
| Authors: | Tucker, Alan L. |
| Other Persons: | Peterson, David R. (contributor) ; Scott, Elton (contributor) |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 11.1988, 3, p. 201-213
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| Subject: | Derivat | Derivative | CAPM | Theorie | Theory | USA | United States | 1983-1984 |
| 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/10001090733