On the striking price bias of the Black-Scholes formula with an estimated variance rate
| Year of publication: |
1987
|
|---|---|
| Authors: | Chaudhury, Mohammed M. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 25.1987, 4, p. 359-362
|
| Publisher: |
Elsevier |