On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Robert L. Welch and David M. Chen
| Year of publication: |
1988
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|---|---|
| Authors: | Welch, Robert L. |
| Other Persons: | Chen, David M. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 3.1988, p. 237-256
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| Subject: | Derivat | Derivative | Börsenkurs | Share price | Prognose | Forecast | Schätztheorie | Estimation theory | 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/10001081728