Biases and sensitivities of the black-scholes option price
Year of publication: |
1996
|
---|---|
Authors: | Lee, Cheng F. |
Other Persons: | Lin, James Wuh (contributor) |
Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 1089104-3. - Vol. 4.1996, p. 105-116
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Optionsgeschäft | Option trading | Zins | Interest rate | USA | United States | 1980-1986 |
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