Degree of mispricing with the Black-Scholes model and nonparametric cures
Year of publication: |
2003
|
---|---|
Authors: | Gençay, Ramazan ; Altay-Salih, Aslihan |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 4.2003, 1, p. 73-101
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Nichtparametrisches Verfahren | Nonparametric statistics | Optionspreistheorie | Option pricing theory |
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