The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar
Samih Antoine Azar & Annie Tortian
| Year of publication: |
2013
|
|---|---|
| Authors: | Azar, Samih Antoine ; Tortian, Annie |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 5.2013, 8, p. 54-64
|
| Subject: | Optionspreistheorie | Option pricing theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Währungsderivat | Currency derivative | US-Dollar | US dollar | Devisenoption | Currency option | USA | United States | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility |
| 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/10009787194