Derivative pricing 60 years before black-scholes : evidence from the Johannesburg Stock Exchange
Lyndon Moore and Steve Juh
| Year of publication: |
2006
|
|---|---|
| Authors: | Moore, Lyndon ; Juh, Steve |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 6, p. 3069-3098
|
| Subject: | Optionsanleihe | Warrant bond | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | Südafrika | South Africa | 1908-1922 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003398551