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standard deviations
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A Test of the Black and Scholes Model of Option Evaluation in the Australian Options Market
Brown, R. L.
- In:
Australian Journal of Management
3
(
1978
)
1
,
pp. 17-35
the
standard
deviations
which actually resulted. In general, the model produces upward-biased estimates (implying that the …
Persistent link: https://www.econbiz.de/10010769535
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