Time-varying volatility estimates in option pricing : can superior estimates be obtained?
Year of publication: |
1997
|
---|---|
Authors: | Brailsford, Timothy J. |
Other Persons: | Oliver, Barry R. (contributor) |
Published in: |
Advances in Pacific Basin financial markets. - Stamford, Conn. : JAI Press, ZDB-ID 1236143-4. - Vol. 3.1997, p. 191-212
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Australien | Australia | 1991 |
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