Volatility and Mispricing: Robust Variance Estimation and Black-Scholes Call Option Pricing
| Year of publication: |
1987-07-01
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|---|---|
| Authors: | Geske, Robert ; Torous, Walter |
| Institutions: | Anderson Graduate School of Management, University of California-Los Angeles (UCLA) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Finance |
| Source: |
Persistent link: https://www.econbiz.de/10010535962