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~person:"Vasile, Emilia"
~subject:"Arbitrage"
~subject:"incomplete markets"
~subject:"options"
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Vasile, Emilia
Jackwerth, Jens Carsten
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EMPIRICAL STUDY ON THE PERFORMANCES OF BLACK-SCHOLES MODEL FOR EVALUATING EUROPEAN OPTIONS
Vasile, Emilia
;
Armeanu, Dan
- In:
Journal for Economic Forecasting
6
(
2009
)
1
,
pp. 48-62
of options, that is the so-called
volatility
smile
. The second part of the study will have as core the analysis of errors …
Persistent link: https://www.econbiz.de/10005052118
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