Parameter estimation bias and volatility scaling in Black-Scholes option prices
Jonathan A. Batten, Craig A. Ellis
| Year of publication: |
2005
|
|---|---|
| Authors: | Batten, Jonathan A. ; Ellis, Craig |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 165-176
|
| Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Devisenoption | Currency option | Industrieländer | Industrialized countries |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002738262