On the striking price bias of the Black-Scholes formula with an estimated variance rate
Year of publication: |
1987
|
---|---|
Authors: | Chaudhury, Mohammed M. |
Other Persons: | Black, Fischer (reviewed) ; Scholes, Myron (reviewed) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 4.1987, p. 359-362
|
Subject: | Derivat | Derivative | Theorie | Theory |
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