Too much of a good thing? : a review of volatility extensions in Black-Scholes
Lamya Kermiche
| Year of publication: |
2014
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|---|---|
| Authors: | Kermiche, Lamya |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 4, p. 1171-1182
|
| Subject: | Black-Scholes Model | Implied Volatility | Market Models | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| 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/10010400603