On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Year of publication: |
1991
|
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Authors: | Merville, Larry J. |
Other Persons: | Pieptea, Daniel R. (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. 1.1991, p. 1-24
|
Subject: | Derivat | Derivative | CAPM | Theorie | Theory | USA | United States | 1975-1984 |
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