The Statistical Properties of the Black-Scholes Option Price
Year of publication: |
1997
|
---|---|
Authors: | Ncube, Mthuli ; Satchell, Stephen |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 7.1997, 3, p. 287-306
|
Saved in:
Saved in favorites
Similar items by person
-
The Statistical Properties of the Black-Scholes Option Price
Ncube, Mthuli, (1997)
-
The Black and Scholes option price as a random variable
Ncube, Mthuli, (1992)
-
A bias-adjusted Black and Scholes option pricing model
Ncube, Mthuli, (1995)
- More ...