The impact of variance estimation in option valuation models
| Year of publication: |
1977
|
|---|---|
| Authors: | Boyle, Phelim P. ; Ananthanarayanan, A. L. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 5.1977, 3, p. 375-387
|
| Publisher: |
Elsevier |