Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Timothy J. Brailsford and Barry R. Oliver
| Year of publication: |
1997
|
|---|---|
| Authors: | Brailsford, Timothy J. |
| Other Persons: | Oliver, Barry R. (contributor) |
| Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 3.1997, p. 191-212
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Australien | Australia | 1991 |
| 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/10001243740