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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of accountancy : publication of the American Institute of Certified Public Accountants
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Modern materials handling : productivity solutions for manufacturing, warehousing & distribution ; official publication of Materials Handling & Management Society
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Agricultural history : a publication of the Agricultural History Society
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Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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981
EVALUATING FORECASTS OF CORRELATION USING OPTION PRICING - Black and Scholes assumed that the underlying asset's volatility was constant and known in deriving their option pricing...
Gibson, Michael S.
;
Boyer, Brian H.
- In:
The journal of derivatives : the official publication …
19980
,
pp. 18-38
Persistent link: https://www.econbiz.de/10007374520
Saved in:
982
THE TRANSACTION-BY-TRANSACTION ADJUSTMENT OF INTEREST RATE AND EQUITY INDEX FUTURES MARKETS TO MACROECONOMIC ANNOUNCEMENTS - One of the fundamental precepts of modern financial the...
Gwilym, Owain Ap
;
Buckle, Mike
;
Clare, Andrew
;
Thomas, …
- In:
The journal of derivatives : the official publication …
19980
,
pp. 7-17
Persistent link: https://www.econbiz.de/10007374521
Saved in:
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