The maximum likelihood estimation of security price volatility : Theory, evidence, and application to option pricing
Year of publication: |
1984
|
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Authors: | Ball, Clifford A. ; Torous, Walter N. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 57.1984, 1, p. 97-112
|
Subject: | Börsenkurs | Ökonometrik Schätzung |
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