A random volatility correction for the Black-Scholes option-pricing formula
Year of publication: |
1987
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Authors: | Dothan, Michael U. |
Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 2.1987, p. 97-115
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Subject: | Börsenkurs | Share price | Derivat | Derivative | Risiko | Risk | Theorie | Theory |
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