Volatility says less about the future than accounting rules suggest
Year of publication: |
2006-11-14
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Authors: | Schroeder, Gerhard |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | IAS | accounting | fair value | stochastic pricing | Black-Scholes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Forthcoming in Accepted by the All China Economics International Conference Dec 18-20, 2006 in Hong Kong ACE Conference Publication Submission No 1246.n/a(2007): pp. 1-23 |
Classification: | F3 - International Finance ; F4 - Macroeconomic Aspects of International Trade and Finance ; M41 - Accounting |
Source: |
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Schroeder, Gerhard, (2005)
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Empirical Contributions to Optionpricing analyzing Black and Scholes and other Models
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