Deterministic versus stochastic volatility : implications for option pricing models
Year of publication: |
1997
|
---|---|
Authors: | Brockman, Paul |
Other Persons: | Chowdhury, Mustafa (contributor) |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 5, p. 498-505
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Schätzung | Estimation | USA | United States | 1985-1986 |
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