The valuation of options for constant elasticity of variance processes : a review of the theory and empirical evidence for options written on Swiss stocks
Kpate Adjaoute
| Year of publication: |
1993
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|---|---|
| Authors: | Adjaoute, Kpate |
| Published in: |
Finanzmarkt und Portfolio-Management. - Luzern, ISSN 1555-4961, ZDB-ID 635879-2. - Vol. 7.1993, 4, p. 495-509
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Schweiz | Switzerland | 1988-1992 |
| 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/10001222030