Alternative specifications of the errors in the Black-Scholes option pricing model and various implied variance formulas
Year of publication: |
1986
|
---|---|
Authors: | Rahman, Abdul H. |
Other Persons: | Kryzanowski, Lawrence (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 21.1986, 1, p. 61-65
|
Subject: | Derivat | Derivative |
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