On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Larry J. Merville and Dan R. Pieptea
Year of publication: |
1991
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Authors: | Merville, Larry J. ; Pieptea, Daniel R. |
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 10891043. - Vol. 1.1991, p. 1-24
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